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
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, Seite 319-329

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

Article (Journal)