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Modellierung
ARCH-Modell
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Pedersen, Rasmus Søndergaard
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Inference and testing on the boundary in extended constant conditional correlation GARCH models
Pedersen, Rasmus Søndergaard
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 23-36
Persistent link: https://www.econbiz.de/10011743481
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Inference and testing on the boundary in extended constant conditional correlation GARCH models
Pedersen, Rasmus Søndergaard
-
2015
Persistent link: https://www.econbiz.de/10011343436
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3
Inference and testing in multivariate GARCH models
Pedersen, Rasmus Søndergaard
-
2015
Persistent link: https://www.econbiz.de/10011433554
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4
Inference and testing in multivariate GARCH models
Pedersen, Rasmus Søndergaard
-
2015
Persistent link: https://www.econbiz.de/10012503173
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