On the transmission of memory in GARCH-in-mean models
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
2015
|
| In: |
Journal of time series analysis
Year: 2015, Jahrgang: 36, Heft: 5, Pages: 706-720 |
| ISSN: | 1467-9892 |
| DOI: | 10.1111/jtsa.12119 |
| Online-Zugang: | Verlag, Volltext: http://dx.doi.org/10.1111/jtsa.12119
|
| Verfasserangaben: | Christian Conrad, Menelaos Karanasos |
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