On the Transmission of Memory in Garch‐in‐Mean Models (Q3192402)
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scientific article; zbMATH DE number 6493219
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | On the Transmission of Memory in Garch‐in‐Mean Models |
scientific article; zbMATH DE number 6493219 |
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On the Transmission of Memory in Garch‐in‐Mean Models (English)
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12 October 2015
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conditional heteroscedasticity
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GARCH-in-mean
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persistence
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unit root tests
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0.8685279
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0.86209553
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0.85400546
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0.85264367
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0.84983885
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