Asymptotics for parametric GARCH-in-mean models (Q308384)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for parametric GARCH-in-mean models |
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Asymptotics for parametric GARCH-in-mean models (English)
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6 September 2016
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GARCH-in-mean
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stochastic recurrence equations
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risk-return relationship
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