Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications
| Year of publication: |
2011
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|---|---|
| Authors: | Xu, Ke-Li ; Phillips, Peter C B |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 29.2011, 4, p. 518-529
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