Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary
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Publication:6150359
DOI10.1080/07350015.2023.2173206MaRDI QIDQ6150359
Indeewara Perera, Anders Rahbek, Giuseppe Cavaliere
Publication date: 6 March 2024
Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)
Full work available at URL: https://figshare.com/articles/dataset/Specification_tests_for_GARCH_processes_with_nuisance_parameters_on_the_boundary/21989697
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