Estimating semiparametric ARCH models by kernel smoothing methods
Year of publication: |
2004
|
---|---|
Authors: | Mammen, Enno ; Linton, Oliver |
Publisher: |
London |
Subject: | ARCH-Modell | ARCH model | Nichtparametrisches Verfahren | Nonparametric statistics | Core | Theorie | Theory |
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