Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility
Year of publication: |
2015
|
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Authors: | Hanck, Christoph ; Demetrescu, Matei ; Kruse, Robinson |
Publisher: |
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Conference Paper |
Language: | English |
Other identifiers: | hdl:10419/112916 [Handle] RePEc:zbw:vfsc15:112916 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C32 - Time-Series Models ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
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