Moments and dynamic structure of a time varying parameter stochastic volatility in mean model
Demos, Antonis
Moments and dynamic structure of a time varying parameter stochastic volatility in mean model J5039 2002 - 2002 - 345-357 V. 05 Issue. 2
Econometrics
Exponential GARCH in mean;Stochastic volatility in mean;Time varying parameter;
Moments and dynamic structure of a time varying parameter stochastic volatility in mean model J5039 2002 - 2002 - 345-357 V. 05 Issue. 2
Econometrics
Exponential GARCH in mean;Stochastic volatility in mean;Time varying parameter;