Inference and testing on the boundary in extended constant conditional correlation GARCH models
type: Item
instance of: scholarly article
title: Inference and testing on the boundary in extended constant conditional correlation GARCH models
zbMATH Open document ID: 1443.62282
author: Rasmus Søndergaard Pedersen
published in: Journal of Econometrics
publication date: 2016-11-17T00:00:00Z
full work available at URL: 1510.pdf
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6653834
zbMATH Keywords: ECCC-GARCH
zbMATH Keywords: QML
zbMATH Keywords: boundary
zbMATH Keywords: spillovers
MaRDI profile type: Publication
OpenAlex ID: W3122290618
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DOI: 10.1016/J.JECONOM.2016.09.004
description: scientific article; zbMATH DE number 6653834