Semiparametric Inference in a GARCH-in-Mean Model

Bent Jesper Christensen, Christian M. Dahl, Emma Iglesias

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalJournal of Econometrics
Volume167
Pages (from-to)458-472
ISSN0304-4076
Publication statusPublished - 2012

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