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isPartOf:"Journal of econometrics"
~isPartOf:"Discussion paper / Tinbergen Institute"
~person:"Cavaliere, Giuseppe"
~subject:"ARCH model"
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Cavaliere, Giuseppe
McAleer, Michael
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Journal of econometrics
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Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 241-263
Persistent link: https://www.econbiz.de/10013441653
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