An Alternative GARCH-in-Mean Model: Structure and Estimation

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Publication:2839046

DOI10.1080/03610926.2011.598999zbMath1319.62195OpenAlexW2050298316MaRDI QIDQ2839046

XingFa Zhang, Heung Wong, Wai-Cheung Ip, Yu'an Li

Publication date: 4 July 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.598999




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