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Asymptotics for parametric GARCH-in-Mean models

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Hauptverfasser: Conrad, Christian (VerfasserIn) , Mammen, Enno (VerfasserIn)
Dokumenttyp: Article (Journal)
Sprache:Englisch
Veröffentlicht: October 2016
In: Journal of econometrics
Year: 2016, Jahrgang: 194, Heft: 2, Pages: 319-329
ISSN:0304-4076
Schlagworte:
Aufsatz in Zeitschrift
Online-Zugang: Volltext
Verfasserangaben:Christian Conrad, Enno Mammen

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