Inference and testing on the boundary in extended constant conditional correlation GARCH models (Q341884)
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scientific article; zbMATH DE number 6653834
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference and testing on the boundary in extended constant conditional correlation GARCH models |
scientific article; zbMATH DE number 6653834 |
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Inference and testing on the boundary in extended constant conditional correlation GARCH models (English)
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17 November 2016
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ECCC-GARCH
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QML
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boundary
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spillovers
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