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Testing multivariate distributions in GARCH models

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2017MGARCH models: Trade-off between feasibility and flexibility48 cited
2009Distributional Tests in Multivariate Dynamic Models with Normal and Student t Innovations32 cited
2009Dual Long-Memory, Structural Breaks and the Link Between Turnover and the Range-Based Volatility

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28 cited

2018CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS25 cited

2013Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models17 cited