Inference and Testing on the Boundary in Extended Constant Conditional Correlation GARCH Models

Navn	University of Copenhagen. Institute of Economics. Discussion Papers (Online)
Nummer	10
Vol/bind	2015
ISSN	1601-2461

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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",

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AU - Pedersen, Rasmus Søndergaard

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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

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