ATTANASIO, O. P. A pitfall in the use of the Lagrange multiplier test in multivariate ARCH models. Statistica, [S. l.], v. 47, n. 4, p. 525–529, 1987. DOI: 10.6092/issn.1973-2201/757. Disponível em: https://rivista-statistica.unibo.it/article/view/757. Acesso em: 19 may. 2024.