QR-GARCH-M model for risk-return tradeoff in U.S. stock returns and business cycles

Henri Nyberg

Research output: Book/ReportBookScientificpeer-review

Original languageEnglish
Place of PublicationHelsinki
PublisherUniversity of Helsinki
Number of pages34
Publication statusPublished - 2010
MoE publication typeC1 Scientific book

Publication series

NameDiscussion papers / Helsinki Center of Economic Research
No.No 294
ISSN (Electronic)1795-0562

Fields of Science

  • 511 Economics
  • taloustieteet
  • regime switching GARCH model
  • GARCH-in-mean model
  • probit model
  • business cycle

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