The following pages link to Christian Conrad (Q308382):
Displaying 10 items.
- Asymptotics for parametric GARCH-in-mean models (Q308384) (← links)
- (Q529725) (redirect page) (← links)
- The variance risk premium and fundamental uncertainty (Q529727) (← links)
- Non-negativity conditions for the hyperbolic GARCH model (Q736540) (← links)
- The impulse response function of the long memory GARCH process (Q1928718) (← links)
- (Q3075082) (← links)
- On the Transmission of Memory in Garch‐in‐Mean Models (Q3192402) (← links)
- Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance (Q3368402) (← links)
- NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL (Q3577703) (← links)
- Testing for an Omitted Multiplicative Long-Term Component in GARCH Models (Q6626297) (← links)
