Inference and Testing on the Boundary in Extended Constant Conditional Correlation GARCH Models
Publikation: Working paper › Forskning
Standard
Inference and Testing on the Boundary in Extended Constant Conditional Correlation GARCH Models. / Pedersen, Rasmus Søndergaard.
2015.Publikation: Working paper › Forskning
Harvard
Pedersen, RS 2015 'Inference and Testing on the Boundary in Extended Constant Conditional Correlation GARCH Models'. <https://www.economics.ku.dk/research/publications/wp/dp_2015/1510.pdf>
APA
Pedersen, R. S. (2015). Inference and Testing on the Boundary in Extended Constant Conditional Correlation GARCH Models. University of Copenhagen. Institute of Economics. Discussion Papers (Online) Bind 2015 Nr. 10 https://www.economics.ku.dk/research/publications/wp/dp_2015/1510.pdf
Vancouver
Pedersen RS. Inference and Testing on the Boundary in Extended Constant Conditional Correlation GARCH Models. 2015 sep. 4.
Author
Bibtex
@techreport{4006d40da04244f0afbf192fbecb023e,
title = "Inference and Testing on the Boundary in Extended Constant Conditional Correlation GARCH Models",
author = "Pedersen, {Rasmus S{\o}ndergaard}",
note = "JEL Classification: C32, C51, C58",
year = "2015",
month = sep,
day = "4",
language = "English",
series = "University of Copenhagen. Institute of Economics. Discussion Papers (Online)",
number = "10",
type = "WorkingPaper",
}
RIS
TY - UNPB
T1 - Inference and Testing on the Boundary in Extended Constant Conditional Correlation GARCH Models
AU - Pedersen, Rasmus Søndergaard
N1 - JEL Classification: C32, C51, C58
PY - 2015/9/4
Y1 - 2015/9/4
M3 - Working paper
T3 - University of Copenhagen. Institute of Economics. Discussion Papers (Online)
BT - Inference and Testing on the Boundary in Extended Constant Conditional Correlation GARCH Models
ER -
ID: 144502059