Access Statistics for Paul Sebastian Catani

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Lagrange Multiplier Test for Testing the Adequacy of the Constant Conditional Correlation GARCH Model 0 1 2 86 0 2 5 219
Total Working Papers 0 1 2 86 0 2 5 219


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model 0 0 1 3 0 0 2 21
Combined Lagrange multiplier test for ARCH in vector autoregressive models 0 0 0 8 0 1 3 59
Wild bootstrap tests for autocorrelation in vector autoregressive models 0 0 0 20 1 1 2 63
Total Journal Articles 0 0 1 31 1 2 7 143


Statistics updated 2024-06-06