Specification tests for GARCH processes with nuisance parameters on the boundary

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Standard

Specification tests for GARCH processes with nuisance parameters on the boundary. / Rahbek, Anders; Cavaliere, Giuseppe; Perera, Indeewara.

I: Journal of Business and Economic Statistics, 09.01.2023.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › fagfællebedømt

Harvard

Rahbek, A, Cavaliere, G & Perera, I 2023, 'Specification tests for GARCH processes with nuisance parameters on the boundary', Journal of Business and Economic Statistics.

APA

Rahbek, A., Cavaliere, G., & Perera, I. (Accepteret/In press). Specification tests for GARCH processes with nuisance parameters on the boundary. Journal of Business and Economic Statistics.

Vancouver

Rahbek A, Cavaliere G, Perera I. Specification tests for GARCH processes with nuisance parameters on the boundary. Journal of Business and Economic Statistics. 2023 jan. 9.

Author

Rahbek, Anders ; Cavaliere, Giuseppe ; Perera, Indeewara. / Specification tests for GARCH processes with nuisance parameters on the boundary. I: Journal of Business and Economic Statistics. 2023.

Bibtex

@article{66d54c453f2a442db6b31b8110323318,
title = "Specification tests for GARCH processes with nuisance parameters on the boundary",
author = "Anders Rahbek and Giuseppe Cavaliere and Indeewara Perera",
year = "2023",
month = jan,
day = "9",
language = "English",
journal = "Journal of Business and Economic Statistics",
issn = "0735-0015",
publisher = "Taylor & Francis",

}

RIS

TY - JOUR

T1 - Specification tests for GARCH processes with nuisance parameters on the boundary

AU - Rahbek, Anders

AU - Cavaliere, Giuseppe

AU - Perera, Indeewara

PY - 2023/1/9

Y1 - 2023/1/9

M3 - Journal article

JO - Journal of Business and Economic Statistics

JF - Journal of Business and Economic Statistics

SN - 0735-0015

ER -

ID: 331792282