Semiparametric inference in a GARCH-in-mean model

  1. Christensen, B.J.
  2. Dahl, C.M.
  3. Iglesias, E.M.
Journal:
Journal of Econometrics

ISSN: 0304-4076

Year of publication: 2012

Volume: 167

Issue: 2

Pages: 458-472

Type: Conference paper

DOI: 10.1016/J.JECONOM.2011.09.028 GOOGLE SCHOLAR

Sustainable development goals

Data source: Scopus