Asymptotics for parametric GARCH-in-Mean Models

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Bibliographic Details
Main Authors: Conrad, Christian (Author) , Mammen, Enno (Author)
Format: Book/Monograph Working Paper
Language:English
Published: Heidelberg Universitätsbibliothek Heidelberg 2015
Series:Discussion Paper Series / University of Heidelberg, Department of Economics 579
In: Discussion paper series (579)

Online Access:Resolving-System, kostenfrei, Volltext: http://nbn-resolving.de/urn:nbn:de:bsz:16-heidok-180103
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Author Notes:Christian Conrad; Enno Mammen
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Physical Description:Online Resource