//-->
Nonparametric estimators of GARCH processes
Franke, Jürgen, (2002)
Simultaneously modelling conditional heteroskedasticity and scale change
Feng, Yuanhua, (2002)
Semiparametric multivariate GARCH models
Hafner, Christian M., (2003)
Semi-parametric modelling of correlation dynamics
Hafner, Christian M., (2005)
Semi-Parametric Modelling of Correlation Dynamics
Hafner, Christian M., (2006)