A linear varying coefficient ARCH-M model with a latent variable
Crossref DOI link: https://doi.org/10.1007/s11425-016-5151-4
Published Online: 2016-05-12
Published Print: 2016-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Song, ZeFang
Zhang, XingFa
Li, Yuan
Xiong, Qiang
Text and Data Mining valid from 2016-05-12