Semiparametric Inference in a GARCH-in-Mean Model

Christian M. Dahl, Bent Jesper Christensen, Emma M. Iglesias

Publikation: Working paperForskningpeer review

OriginalsprogEngelsk
UdgiverSchool of Economics and Management. University of Aarhus
Antal sider47
StatusUdgivet - 2008

Citationsformater