Inference and Testing on the Boundary in Extended Constant Conditional Correlation GARCH Models
Publikation: Working paper › Forskning
| Originalsprog | Engelsk |
|---|---|
| Antal sider | 42 |
| Status | Udgivet - 4 sep. 2015 |
| Navn | University of Copenhagen. Institute of Economics. Discussion Papers (Online) |
|---|---|
| Nummer | 10 |
| Vol/bind | 2015 |
| ISSN | 1601-2461 |
Links
- https://www.economics.ku.dk/research/publications/wp/dp_2015/1510.pdf
Forlagets udgivne version
ID: 144502059