Asymptotics for Parametric GARCH-in-Mean Models
Copyright policy )Asymptotics for Parametric GARCH-in-Mean Models
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- National Research University Higher School of Economics Russian Federation
- Heidelberg University Germany
- Higher School of Economics
- ETH Zurich Switzerland
- Higher School of Economics Russian Federation
Applications of statistics to actuarial sciences and financial mathematics, 330, ddc:330, ARCH-Modell, Risiko-Ertrags-Verhältnis, GARCH-in-Mean; stochastic recurrence equations; risk-return relationship, risk-return relationship, 330 Economics, Stochastischer Prozess, Time series, auto-correlation, regression, etc. in statistics (GARCH), ddc-330, GARCH-in-Mean, GARCH-in-mean, stochastic recurrence equations, Asymptotic properties of parametric estimators
Applications of statistics to actuarial sciences and financial mathematics, 330, ddc:330, ARCH-Modell, Risiko-Ertrags-Verhältnis, GARCH-in-Mean; stochastic recurrence equations; risk-return relationship, risk-return relationship, 330 Economics, Stochastischer Prozess, Time series, auto-correlation, regression, etc. in statistics (GARCH), ddc-330, GARCH-in-Mean, GARCH-in-mean, stochastic recurrence equations, Asymptotic properties of parametric estimators
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