On the transmission of memory in Garch‐in‐mean models


Conrad, Christian ; Karanasos, Menelaos



DOI: https://doi.org/10.1111/jtsa.12119
URL: https://onlinelibrary.wiley.com/doi/full/10.1111/j...
Additional URL: https://papers.ssrn.com/sol3/papers.cfm?abstract_i...
Document Type: Article
Year of publication: 2015
The title of a journal, publication series: Journal of Time Series Analysis
Volume: 36
Issue number: 5
Page range: 706-720
Place of publication: Oxford [u.a.]
Publishing house: Wiley-Blackwell
ISSN: 0143-9782 , 1467-9892
Publication language: English
Institution: Außerfakultäre Einrichtungen > Graduate School of Economic and Social Sciences - CDSE (Economics)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




+ Citation Example and Export

Conrad, Christian ; Karanasos, Menelaos (2015) On the transmission of memory in Garch‐in‐mean models. Journal of Time Series Analysis Oxford [u.a.] 36 5 706-720 [Article]


+ Search Authors in

+ Page Views

Hits per month over past year

Detailed information



You have found an error? Please let us know about your desired correction here: E-Mail


Actions (login required)

Show item Show item