Work

Inference in Misspecified GARCH‐M Models*

Year: 2021

Type: article

Source: Oxford Bulletin of Economics and Statistics

DOI: 10.1111/obes.12468

Author: Aaron D. Smallwood

Institution: The University of Texas at Arlington

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3217695705

FWCI: 0.206

Cites: 45

Cited by: 2

Related to: 10