Estimating semiparametric ARCH models by kernel smoothing methods

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Bibliographic Details
Main Authors: Mammen, Enno (Author) , Linton, Oliver (Author)
Format: Book/Monograph Working Paper
Language:English
Published: London 2004
Series:Discussion paper series / LSE Financial Markets Group 511
In: Discussion paper series (511)

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Author Notes:by Enno Mammen and Oliver Linton
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Estimating semiparametric ARCH (∞) models by Kernel smoothing methods by Linton, Oliver (Author) , Mammen, Enno (Author) ,


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Estimating semiparametric arch (∞) models by kernel smoothing methods by Linton, Oliver (Author) , Mammen, Enno (Author) ,


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Book/Monograph Working Paper