Inference and testing on the boundary in extended constant conditional correlation GARCH models (Q341884)
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scientific article; zbMATH DE number 6653834
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| English | Inference and testing on the boundary in extended constant conditional correlation GARCH models |
scientific article; zbMATH DE number 6653834 |
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Inference and testing on the boundary in extended constant conditional correlation GARCH models (English)
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17 November 2016
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ECCC-GARCH
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QML
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boundary
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spillovers
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0.8130481839179993
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0.7925968170166016
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0.7915064692497253
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0.7725813984870911
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0.7624156475067139
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