Estimating semiparametric ARCH (∞) models by kernel smoothing methods
Year of publication: |
2003-05
|
---|---|
Authors: | Linton, Oliver ; Mammen, Enno |
Institutions: | London School of Economics (LSE) |
Subject: | ARCH | inverse problem | kernel estimation | news impact curve | nonparametric regression | profile likelihood | semiparametric estimation | volatility |
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