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

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

Conrad, Christian; Karanasos, Menelaos

期刊名称Journal of Time Series Analysis
作者Conrad, Christian; Karanasos, Menelaos
卷第36卷
期第5期
印刷ISSN0143-9782
文件大小552.46KB
发表时间2015-09
DOI10.1111/jtsa.12119
页码706-720

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