Semiparametric inference in a GARCH-in-mean model (Q738173): Difference between revisions

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Latest revision as of 10:12, 12 July 2024

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Semiparametric inference in a GARCH-in-mean model
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    Semiparametric inference in a GARCH-in-mean model (English)
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    15 August 2016
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    efficiency bound
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    GARCH-M model
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    profile likelihood
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    risk-return relation
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    semiparametric inference
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