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Non-negativity conditions for the hyperbolic GARCH model
Conrad, Christian - In: Journal of econometrics 157 (2010) 2, pp. 441-457
Persistent link: https://www.econbiz.de/10008662982
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Asymptotics for parametric GARCH-in-Mean models
Conrad, Christian; Mammen, Enno - In: Journal of econometrics 194 (2016) 2, pp. 319-329
Persistent link: https://www.econbiz.de/10011705167
Cover Image
Non-negativity conditions for the hyperbolic GARCH model
Conrad, Christian - In: Journal of econometrics 157 (2010) 2, pp. 441-458
Persistent link: https://www.econbiz.de/10008433389