The time-varying GARCH-in-mean model
Year of publication: |
August 2017
|
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Authors: | Dias, Gustavo Fruet |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 157.2017, p. 129-132
|
Subject: | Risk-return tradeoff | Time-varying coefficients | Iterative estimators | GARCH-type models | Schätzung | Estimation | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
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