TY  - JOUR

T1  - Specification tests for GARCH processes with nuisance parameters on the boundary

JO  - Journal of Business & Economic Statistics

UR  - https://eprints.whiterose.ac.uk/id/eprint/196443

PY  - 2023/02/01

AU  - Cavaliere G

AU  - Perera I

AU  - Rahbek A

ED  - 

DO  - DOI: 10.1080/07350015.2023.2173206

PB  - Informa UK Limited

VL  - 42

IS  - 1

SP  - 197

EP  - 214

Y2  - 2025/12/07

ER  -