<> "The repository administrator has not yet configured an RDF license."^^ . <> . . "Asymptotics for parametric GARCH-in-Mean Models"^^ . "In this paper we develop an asymptotic theory for the parametric GARCH-in-Mean model. The asymptotics is based on a study of the volatility as a process of the model parameters. The proof makes use of stochastic recurrence equations for this random function and uses exponential inequalities to localize the problem. Our results show why the asymptotics for this specification is quite complex although it is a rather standard parametric model. Nevertheless, our theory does not yet treat all standard specifications of the mean function."^^ . "2015-01" . . . "0579" . . . . . . . . "Enno "^^ . "Mammen "^^ . "Enno Mammen "^^ . . "Christian"^^ . "Conrad"^^ . "Christian Conrad"^^ . . . . . . "Asymptotics for parametric GARCH-in-Mean Models (PDF)"^^ . . . "Conrad_Mammen_2015_dp579.pdf"^^ . . . "Asymptotics for parametric GARCH-in-Mean Models (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "Asymptotics for parametric GARCH-in-Mean Models (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "Asymptotics for parametric GARCH-in-Mean Models (Other)"^^ . . . . . . "preview.jpg"^^ . . . "Asymptotics for parametric GARCH-in-Mean Models (Other)"^^ . . . . . . "medium.jpg"^^ . . . "Asymptotics for parametric GARCH-in-Mean Models (Other)"^^ . . . . . . "small.jpg"^^ . . "HTML Summary of #18010 \n\nAsymptotics for parametric GARCH-in-Mean Models\n\n" . "text/html" . . . "330 Wirtschaft"@de . "330 Economics"@en . .