High Breakdown Point Conditional Dispersion Estimation with Application to S&P 500 Daily Returns Volatility
| Year of publication: |
1998
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| Authors: | Sakata, Shinichi ; White, Halbert |
| 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. 66.1998, 3, p. 529-568
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