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