Department of Economics and Business Economics

Semiparametric Inference in a GARCH-in-Mean Model

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Bent Jesper Christensen
  • Christian Møller Dahl, University of Southern Denmark, Denmark
  • Emma Iglesias, University of A Coruna, Spain
Original languageEnglish
JournalJournal of Econometrics
Volume167
Issue2
Pages (from-to)458-472
Number of pages14
ISSN0304-4076
DOIs
Publication statusPublished - 2012

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