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 0 0 86 2 5 42 262
Total Working Papers 0 0 0 86 2 5 42 262


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 0 3 1 7 9 30
Combined Lagrange multiplier test for ARCH in vector autoregressive models 0 1 1 10 3 7 10 70
Wild bootstrap tests for autocorrelation in vector autoregressive models 0 0 1 22 7 16 33 99
Total Journal Articles 0 1 2 35 11 30 52 199


Statistics updated 2026-02-12