【全文链接或数据库名称(选填)】 Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean ModelsS Arvanitis… - Journal of Time Series Analysis, 2004 - Wiley Online Library
Abstract. In this paper we consider the time series dependence, stationarity, and higher
moments issues of a family of first-order conditionally heteroskedastic in mean models with a
possibly time-varying mean parameter. The interest in these models lies in the fact that ... 被引用次数:9 - 相关文章 - 所有 8 个版本