Pages that link to "Item:Q2839046"
From MaRDI portal
The following pages link to An Alternative GARCH-in-Mean Model: Structure and Estimation (Q2839046):
Displaying 4 items.
- A linear varying coefficient ARCH-M model with a latent variable (Q341354) (← links)
- A functional coefficient GARCH-M model (Q2816837) (← links)
- Estimation of the empirical risk‐return relation: A generalized‐risk‐in‐mean model (Q6134640) (← links)
- Appraisal of excess Kurtosis through outlier-modified GARCH-type models (Q6171876) (← links)
