A linear varying coefficient ARCH-M model with a latent variable (Q341354)
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scientific article; zbMATH DE number 6653448
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A linear varying coefficient ARCH-M model with a latent variable |
scientific article; zbMATH DE number 6653448 |
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A linear varying coefficient ARCH-M model with a latent variable (English)
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16 November 2016
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ARCH-M model
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latent variable
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corrected likelihood
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risk-return relationship
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