Empirical likelihood inference for functional coefficient ARCH-M model (Q1734927)
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scientific article; zbMATH DE number 7043604
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| English | Empirical likelihood inference for functional coefficient ARCH-M model |
scientific article; zbMATH DE number 7043604 |
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Empirical likelihood inference for functional coefficient ARCH-M model (English)
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27 March 2019
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ARCH-M model
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empirical likelihood
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relative risk aversion
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0.9280593991279602
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0.8750247359275818
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0.8252013325691223
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0.824582040309906
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0.8124037384986877
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