Demos, Antonis <br/><br/>
Moments and dynamic structure of a time varying parameter stochastic volatility in mean model 
 J5039  2002 

 -  2002 
 - 345-357  V.  05  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Exponential GARCH in mean;Stochastic volatility in mean;Time varying parameter;