Kang, J.; Jakobsen, J.S.; Silvennoinen, A.; Teräsvirta, T.; Wade, G.
A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model. Econometrics 2022, 10, 30.
https://doi.org/10.3390/econometrics10030030
AMA Style
Kang J, Jakobsen JS, Silvennoinen A, Teräsvirta T, Wade G.
A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model. Econometrics. 2022; 10(3):30.
https://doi.org/10.3390/econometrics10030030
Chicago/Turabian Style
Kang, Jian, Johan Stax Jakobsen, Annastiina Silvennoinen, Timo Teräsvirta, and Glen Wade.
2022. "A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model" Econometrics 10, no. 3: 30.
https://doi.org/10.3390/econometrics10030030
APA Style
Kang, J., Jakobsen, J. S., Silvennoinen, A., Teräsvirta, T., & Wade, G.
(2022). A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model. Econometrics, 10(3), 30.
https://doi.org/10.3390/econometrics10030030