A functional coefficient GARCH-M model (Q2816837)
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scientific article; zbMATH DE number 6619738
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A functional coefficient GARCH-M model |
scientific article; zbMATH DE number 6619738 |
Statements
A functional coefficient GARCH-M model (English)
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26 August 2016
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consistency
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functional coefficient
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GARCH-M model
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risk aversion
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