The time-varying GARCH-in-mean model

Gustavo Fruet Dias

Research output: Contribution to journal › Article › peer-review

5 Citations (Scopus)

21 Downloads (Pure)

1 results
- Last Name(descending)

Gustavo Fruet Dias
- G.Fruet-Dias@uea.ac.uk
- School of Economics - Associate Professor in Economics
- Applied Econometrics And Finance - Member
- Industrial Economics - Member
Person: Research Group Member, Academic, Teaching & Research