Semiparametric inference in a GARCH-in-mean model
| Year of publication: |
2012
|
|---|---|
| Authors: | Christensen, Bent Jesper ; Dahl, Christian M. ; Iglesias, Emma M. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 167.2012, 2, p. 458-473
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