On the Transmission of Memory in Garch‐in‐Mean Models (Q3192402)

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On the Transmission of Memory in Garch‐in‐Mean Models
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    On the Transmission of Memory in Garch‐in‐Mean Models (English)
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    12 October 2015
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    conditional heteroscedasticity
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    GARCH-in-mean
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    persistence
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    unit root tests
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