Let's get lade : robust estimation of semiparametric multiplicative volatility models
Bonsoo Koo; Oliver Linton
| Year of publication: |
2015
|
|---|---|
| Authors: | Koo, Bonsoo ; Linton, Oliver |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 31.2015, 4, p. 671-702
|
| Subject: | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011341932