An Alternative GARCH-in-Mean Model: Structure and Estimation (Q2839046)
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scientific article; zbMATH DE number 6184032
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Alternative GARCH-in-Mean Model: Structure and Estimation |
scientific article; zbMATH DE number 6184032 |
Statements
An Alternative GARCH-in-Mean Model: Structure and Estimation (English)
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4 July 2013
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asymptotic normality
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GARCH-in-mean model
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geometric ergodicity
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QMLE
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