Bootstrap inference on the boundary of the parameter space with application to conditional volatility models
Giuseppe Cavaliere, Heino Bohn Nielsen, Rasmus Søndergaard Pedersen and Anders Rahbek
| Year of publication: |
2018
|
|---|---|
| Authors: | Cavaliere, Giuseppe ; Bohn Nielsen, Heino ; Pedersen, Rasmus Søndergaard ; Rahbek, Anders |
| Publisher: |
Copenhagen : CDR |
| Subject: | Volatilität | Volatility | Bootstrap-Verfahren | Bootstrap approach | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory |
| Extent: | 1 Online-Ressource (circa 37 Seiten) |
|---|---|
| Series: | Discussion papers / Department of Economics, University of Copenhagen. - Copenhagen : [Verlag nicht ermittelbar], ZDB-ID 2595081-2. - Vol. no. 18, 10 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011948862