Estimating semiparametric ARCH models by kernel smoothing methods
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| Main Authors: | , |
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| Format: | Book/Monograph Working Paper |
| Language: | English |
| Published: |
London
2004
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| Series: | Discussion paper series / LSE Financial Markets Group
511 |
| In: |
Discussion paper series (511)
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| Subjects: | |
| Online Access: |
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| Author Notes: | by Enno Mammen and Oliver Linton |
| Description not available. |