Semiparametric inference in a GARCH-in-mean model (Q738173)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric inference in a GARCH-in-mean model |
scientific article |
Statements
Semiparametric inference in a GARCH-in-mean model (English)
0 references
15 August 2016
0 references
efficiency bound
0 references
GARCH-M model
0 references
profile likelihood
0 references
risk-return relation
0 references
semiparametric inference
0 references
0 references
0 references
