Semiparametric inference in a GARCH-in-mean model

By B. J. Christensen, C. M. Dahl, Emma M. Iglesias. 2012

49 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/8c3264fa3318129a09bf1dde01abcc345f1dabf1