On the transmission of memory in GARCH-in-mean models
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| Main Authors: | , |
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| Format: | Article (Journal) |
| Language: | English |
| Published: |
2015
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| In: |
Journal of time series analysis
Year: 2015, Volume: 36, Issue: 5, Pages: 706-720 |
| ISSN: | 1467-9892 |
| DOI: | 10.1111/jtsa.12119 |
| Online Access: | Verlag, Volltext: http://dx.doi.org/10.1111/jtsa.12119
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| Author Notes: | Christian Conrad, Menelaos Karanasos |
| Item Description: | Gesehen am 07.09.2016 |
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| Physical Description: | Online Resource |
| ISSN: | 1467-9892 |
| DOI: | 10.1111/jtsa.12119 |