Estimating Semiparametric ARCH((infinity)) Models by Kernel Smoothing Methods link rid="fn001">1
| Year of publication: |
2005
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| Authors: | Linton, O. ; Mammen, E. |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Verlagsorte], ISSN 0012-9682, ZDB-ID 1798x. - Vol. 73.2005, 3, p. 771-836
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