Semiparametric inference in a GARCH-in-mean model (Q738173): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
m rollbackEdits.php mass rollback Tag: Rollback |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2011.09.028 / rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2144401408 / rank | |||
Revision as of 17:47, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric inference in a GARCH-in-mean model |
scientific article |
Statements
Semiparametric inference in a GARCH-in-mean model (English)
0 references
15 August 2016
0 references
efficiency bound
0 references
GARCH-M model
0 references
profile likelihood
0 references
risk-return relation
0 references
semiparametric inference
0 references
