Estimating semiparametric ARCH (∞) models by Kernel smoothing methods
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| Main Authors: | , |
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| Format: | Article (Journal) |
| Language: | English |
| Published: |
2005
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| In: |
Econometrica
Year: 2005, Volume: 73, Issue: 3, Pages: 771-836 |
| ISSN: | 0012-9682 |
| Subjects: | |
| Online Access: |
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| Author Notes: | by O. Linton and E. Mammen |
| ISSN: | 0012-9682 |
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