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Prediction in ARMA models with GARCH in mean effects

Lookup NU author(s): Professor Menelaos Karanasos

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Publication metadata

Author(s): Karanasos M

Publication type: Article

Publication status: Published

Journal: Journal of Time Series Analysis

Year: 2001

Volume: 22

Issue: 5

Pages: 555-576

ISSN (print): 0143-9782

ISSN (electronic): 1467-9892

Publisher: Wiley-Blackwell Publishing Ltd.

URL: http://dx.doi.org/10.1111/1467-9892.00241

DOI: 10.1111/1467-9892.00241

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