Pages that link to "Item:Q308384"
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The following pages link to Asymptotics for parametric GARCH-in-mean models (Q308384):
Displaying 4 items.
- The time-varying GARCH-in-mean model (Q1782322) (← links)
- Bootstrap specification tests for dynamic conditional distribution models (Q6108286) (← links)
- Estimation of the empirical risk‐return relation: A generalized‐risk‐in‐mean model (Q6134640) (← links)
- Exponential-Type GARCH Models With Linear-in-Variance Risk Premium (Q6617781) (← links)
