Prediction in ARMA models with GARCH in mean effect. (English) Zbl 0979.62073
Reviewer: A.D.Borisenko (Kyïv)
MSC:
62M20
Found 2 Documents (Results 1–2)
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Author
- Karanasos, Menelaos (1)
- Tiao, George C. (1)
- Xu, Daming (1)
Serial
- Biometrika (1)
- J. Time Ser. Anal. (1)
Main Field
- 62-XX (2)
