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Asymptotics for parametric GARCH-in-Mean models

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Bibliographic Details
Main Authors: Conrad, Christian (Author) , Mammen, Enno (Author)
Format: Article (Journal)
Language:English
Published: 2016
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

MARC

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