Asymptotics for parametric GARCH-in-mean models (Q308384)

From MaRDI portal
Revision as of 13:57, 9 December 2024 by Import241208061232 (talk | contribs) (Normalize DOI.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Asymptotics for parametric GARCH-in-mean models
scientific article

    Statements

    title
    Asymptotics for parametric GARCH-in-mean models (English)
    0 references
    author
    Christian Conrad
    0 references
    Enno Mammen
    0 references
    publication date
    6 September 2016
    0 references
    zbMATH Keywords
    GARCH-in-mean
    0 references
    stochastic recurrence equations
    0 references
    risk-return relationship
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62M10
    0 references
    62F12
    0 references
    62P05
    0 references
    zbMATH DE Number
    6623660
    0 references
    OpenAlex ID
    W3123301889
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q308384&oldid=38299420"
    Powered by MediaWiki