Browsing by Subject Conditional heteroscedasticity
Showing results 1 to 1 of 1
Issue Date | Title | Author(s) |
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2015 | On the transmission of memory in GARCH-in-mean models | Conrad, C; Karanasos, M |
Issue Date | Title | Author(s) |
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2015 | On the transmission of memory in GARCH-in-mean models | Conrad, C; Karanasos, M |