On the transmission of memory in GARCH-in-mean models
- Submitting institution
-
Brunel University London
- Unit of assessment
- 16 - Economics and Econometrics
- Output identifier
- 017-112143-8748
- Type
- D - Journal article
- DOI
-
10.1111/jtsa.12119
- Title of journal
- Journal Of Time Series Analysis
- Article number
- -
- First page
- 706
- Volume
- 36
- Issue
- 5
- ISSN
- 1467-9892
- Open access status
- Out of scope for open access requirements
- Month of publication
- February
- Year of publication
- 2015
- URL
-
http://bura.brunel.ac.uk/handle/2438/12953
- Supplementary information
-
https://onlinelibrary.wiley.com/action/downloadSupplement?doi=10.1111%2Fjtsa.12119&file=jtsa12119-sup-0001-Supplementary.pdf
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
-
0
- Research group(s)
-
-
- Citation count
- 2
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- -
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -