An algorithm for nonparametric GARCH modelling
| Year of publication: |
2002
|
|---|---|
| Authors: | Buhlmann, Peter ; McNeil, Alexander J. |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 40.2002, 4, p. 665-683
|
| Publisher: |
Elsevier |