A local instrumental variable estimation method for generalized additive volatility models

Woocheol Kim; Oliver Linton

Year of publication:	2003
Authors:	Kim, Woocheol ; Linton, Oliver
Publisher:	London : STICERD
Subject:	ARCH-Modell \| ARCH model \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process \| Theorie \| Theory

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