Asymptotics for parametric GARCH-in-Mean models
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| Main Authors: | , |
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| Format: | Article (Journal) |
| Language: | English |
| Published: |
2016
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| In: |
Journal of econometrics
Year: 2016, Volume: 194, Issue: 2, Pages: 319-329 |
| DOI: | 10.1016/j.jeconom.2016.05.010 |
| Online Access: | Verlag, Volltext: http://dx.doi.org/10.1016/j.jeconom.2016.05.010
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| Author Notes: | Christian Conrad, Enno Mammen |
| Item Description: | Gesehen am 07.09.2016 |
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| Physical Description: | Online Resource |
| DOI: | 10.1016/j.jeconom.2016.05.010 |