Asymptotics for parametric GARCH-in-mean models (Q308384)
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scientific article; zbMATH DE number 6623660
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| English | Asymptotics for parametric GARCH-in-mean models |
scientific article; zbMATH DE number 6623660 |
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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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0.92792964
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0.92674136
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0.9240534
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0.9182728
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0.9152851
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0.91375023
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0.90972674
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