Theoretical Economics Letters

Vol.6 No.4(2016), Paper ID 69164, 11 pages

DOI:10.4236/tel.2016.64070

 

An Alternative Estimation for Functional Coefficient ARCH-M Model

 

Xingfa Zhang, Qiang Xiong

 

School of Economics and Statistics, Guangzhou University, Guangzhou, China
School of Economics and Statistics, Guangzhou University, Guangzhou, China

 

Copyright © 2016 Xingfa Zhang, Qiang Xiong et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Zhang, X. and Xiong, Q. (2016) An Alternative Estimation for Functional Coefficient ARCH-M Model. Theoretical Economics Letters, 6, 647-657. doi: 10.4236/tel.2016.64070.
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