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Inference and testing on the boundary in extended constant conditional correlation GARCH models
Rasmus Søndergaard Pedersen
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16
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Dive into the research topics of 'Inference and testing on the boundary in extended constant conditional correlation GARCH models'. Together they form a unique fingerprint.
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Business & Economics
Conditional Correlation
100%
Foreign Exchange Rates
30%
GARCH Model
81%
Inference
64%
Limiting Distribution
33%
Simulation Study
24%
Statistics
19%
Testing
65%
Volatility Spillover
60%