Nonparametric autoregression with multiplicative volatility and additive mean

Lijian Yang ; Wolfgang K. Härdle ; Jens Perch Nielsen

Year of publication:	1998
Authors:	Yang, Lijian ; Härdle, Wolfgang ; Nielsen, Jens Perch
Publisher:	Berlin : Sonderforschungsbereich 373
Subject:	Regressionsanalyse \| Regression analysis \| Schätztheorie \| Estimation theory \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Volatilität \| Volatility \| Theorie \| Theory \| Schätzung \| Estimation \| Wechselkurs \| Exchange rate \| Deutschland \| Germany \| USA \| United States

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