Semiparametric and nonparametric ARCH modeling

Oliver B. Linton

Year of publication:	2009
Authors:	Linton, Oliver
Published in:	Handbook of financial time series. - Berlin, Heidelberg : Springer, ISBN 3-540-71296-8. - 2009, p. 157-167
Subject:	Schätztheorie \| Estimation theory \| Nichtparametrisches Verfahren \| Nonparametric statistics \| ARCH-Modell \| ARCH model \| Zeitreihenanalyse \| Time series analysis

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