Testing in GARCH-X models: boundary, correlations and bootstrap theory

^*Corresponding author af dette arbejde

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

Originalsprog	Engelsk
Tidsskrift	Journal of Time Series Analysis
ISSN	0143-9782
DOI	https://doi.org/10.1111/jtsa.12767
Status	Udgivet - 2025

Adgang til dokumentet

@article{3177b7d9bdae4644bcc5d7fdc27a35a7,

title = "Testing in GARCH-X models: boundary, correlations and bootstrap theory",

author = "Nielsen, {Heino Bohn} and Pedersen, {Rasmus S{\o}ndergaard} and Anders Rahbek and Thorsen, {Sigurd Nellemann}",

year = "2025",

doi = "10.1111/jtsa.12767",

language = "English",

journal = "Journal of Time Series Analysis",

issn = "0143-9782",

publisher = "Wiley-Blackwell",

}

TY - JOUR

T1 - Testing in GARCH-X models

T2 - boundary, correlations and bootstrap theory

AU - Nielsen, Heino Bohn

AU - Pedersen, Rasmus Søndergaard

AU - Rahbek, Anders

AU - Thorsen, Sigurd Nellemann

PY - 2025

Y1 - 2025

U2 - 10.1111/jtsa.12767

DO - 10.1111/jtsa.12767

M3 - Journal article

SN - 0143-9782

JO - Journal of Time Series Analysis

JF - Journal of Time Series Analysis

ER -