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~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~source:"econis"
~subject:"Nonparametric statistics"
~type_genre:"Konferenzschrift"
~type_genre:"Working Paper"
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Specification tests for GARCH processes
Cavaliere, Giuseppe
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Perera, Indeewara
;
Rahbek, Anders
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2021
Persistent link: https://www.econbiz.de/10012627489
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Testing a class of semi- or nonparametric conditional moment restriction models using series methods
Sørensen, Jesper R.-V.
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2020
Persistent link: https://www.econbiz.de/10012319254
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Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis
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2010
Persistent link: https://www.econbiz.de/10003942044
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