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Francq, C.; Jiménez-Gamero, M. D.; Meintanis, S. G. Tests for conditional ellipticity in multivariate GARCH models. (English) Zbl 1403.62162 J. Econom. 196, No. 2, 305-319 (2017). MSC: 62M10 62H15 91B84 PDFBibTeX XMLCite \textit{C. Francq} et al., J. Econom. 196, No. 2, 305--319 (2017; Zbl 1403.62162) Full Text: DOI