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person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"Institutional arrangements for global economic integration"
~person:"Feng, Yuanhua"
~person:"Fiorentini, Gabriele"
~subject:"ARCH model"
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Institutional arrangements for global economic integration
Documento de trabajo / Centro de Estudios Monetarios y Financieros
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Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
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Locally weighted autoregression
Feng, Yuanhua
;
Heiler, Siegfried
- In:
Institutional arrangements for global economic integration
,
(pp. 371-388)
.
2000
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