Inference and Testing on the Boundary in Extended Constant Conditional Correlation GARCH Models
Research output: Working paper › Research
| Original language | English |
|---|---|
| Number of pages | 42 |
| Publication status | Published - 4 Sep 2015 |
| Series | University of Copenhagen. Institute of Economics. Discussion Papers (Online) |
|---|---|
| Number | 10 |
| Volume | 2015 |
| ISSN | 1601-2461 |
Bibliographical note
JEL Classification: C32, C51, C58
Links
- https://www.economics.ku.dk/research/publications/wp/dp_2015/1510.pdf
Final published version
ID: 144502059