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
Author Notes:	Christian Conrad, Enno Mammen

Asymptotics for parametric GARCH-in-Mean models by Conrad, Christian (Author) , Mammen, Enno (Author) ,

in: Journal of econometrics, 194 (2016), 2 vom: Okt., Seite 319-329

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