On the Transmission of Memory in Garch-in-Mean Models

On the Transmission of Memory in Garch-in-Mean Models

Conrad, Christian, Karanasos, Menelaos
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Volume:
36
Language:
english
Journal:
Journal of Time Series Analysis
DOI:
10.1111/jtsa.12119
Date:
September, 2015
File:
PDF, 552 KB
english, 2015
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