The time-varying GARCH-in-mean model (Q1782322)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The time-varying GARCH-in-mean model |
scientific article; zbMATH DE number 6939405
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The time-varying GARCH-in-mean model |
scientific article; zbMATH DE number 6939405 |
Statements
The time-varying GARCH-in-mean model (English)
0 references
20 September 2018
0 references
risk-return tradeoff
0 references
time-varying coefficients
0 references
iterative estimators
0 references
GARCH-type models
0 references
0 references
0.92715156
0 references
0.9232601
0 references
0.9122888
0 references
0.9090085
0 references
0.90837616
0 references
0.9071903
0 references
0 references
0.89729625
0 references
