The time-varying GARCH-in-mean model (Q1782322)
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scientific article; zbMATH DE number 6939405
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The time-varying GARCH-in-mean model |
scientific article; zbMATH DE number 6939405 |
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The time-varying GARCH-in-mean model (English)
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20 September 2018
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risk-return tradeoff
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time-varying coefficients
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iterative estimators
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GARCH-type models
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0.92715156
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0.9232601
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0.9122888
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0.9090085
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0.90837616
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0.9071903
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0.89729625
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