LOCAL INSTRUMENTAL VARIABLE METHOD FOR THE GENERALIZED ADDITIVE-INTERACTIVE NONLINEAR VOLATILITY MODEL ESTIMATION
| Year of publication: |
2012
|
|---|---|
| Authors: | Levine, Michael ; Li, Jinguang |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 28.2012, 3 (1.5.), p. 629-670
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