| 000 | 00587nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aDemos, Antonis | ||
| 240 | _aEconometrics Journal (3 Issues per Annualy) | ||
| 245 | _aMoments and dynamic structure of a time varying parameter stochastic volatility in mean model | ||
| 246 |
_aJ5039 _f2002 |
||
| 260 | _c2002 | ||
| 300 |
_bV. 05 _cIssue. 2 _a345-357 |
||
| 366 | _b2002 | ||
| 366 | _bDec | ||
| 650 | _aEconometrics | ||
| 653 | _aExponential GARCH in mean;Stochastic volatility in mean;Time varying parameter; | ||
| 942 | _cJA | ||
| 999 |
_c42915 _d42915 |
||