Bootstrap Inference on the Boundary of the Parameter Space with Application to Conditional Volatility Models

Giuseppe Cavaliere, Heino Bohn Nielsen, Rasmus Søndergaard Pedersen, Anders Rahbek

Fingerprint

Dive into the research topics of 'Bootstrap Inference on the Boundary of the Parameter Space with Application to Conditional Volatility Models'. Together they form a unique fingerprint.

Keyphrases

Mathematics