Quasi-maximum exponential likelihood estimation for a GARCH-M type model
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Publication:3179867
zbMATH Open1363.62111MaRDI QIDQ3179867FDOQ3179867
Authors: XingFa Zhang, Yuan Li 
Publication date: 6 January 2017
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- Title not available (Why is that?)
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- Risk–return relationship in equity markets: using a robust GMM estimator for GARCH-M models
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