The statistical properties of the innovations in multivariate ARCH processes in high dimensions
1999 ◽
Vol 5
(2)
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pp. 425-448
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1982 ◽
Vol 43
(4)
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pp. 585-589
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2014 ◽
Vol 2014
(2)
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pp. 1-11
2006 ◽
Vol 4
(5-6)
◽
pp. 733-754
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2008 ◽
Vol 67
(16)
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pp. 1449-1457