On the Transmission of Memory in Garch‐in‐Mean Models (Q3192402)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Transmission of Memory in Garch‐in‐Mean Models |
scientific article |
Statements
On the Transmission of Memory in Garch‐in‐Mean Models (English)
0 references
12 October 2015
0 references
conditional heteroscedasticity
0 references
GARCH-in-mean
0 references
persistence
0 references
unit root tests
0 references
0 references
0 references
