The time-varying GARCH-in-mean model

The time-varying GARCH-in-mean model

Dias, Gustavo Fruet
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Volume:
157
Language:
english
Journal:
Economics Letters
DOI:
10.1016/j.econlet.2017.06.005
Date:
August, 2017
File:
PDF, 800 KB
english, 2017
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