Semiparametric inference in a GARCH-in-mean model (Q738173)
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scientific article; zbMATH DE number 6617075
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric inference in a GARCH-in-mean model |
scientific article; zbMATH DE number 6617075 |
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Semiparametric inference in a GARCH-in-mean model (English)
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15 August 2016
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efficiency bound
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GARCH-M model
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profile likelihood
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risk-return relation
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semiparametric inference
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