Estimating semiparametric ARCH (∞) models by Kernel smoothing methods
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| Hauptverfasser: | , |
|---|---|
| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
2005
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| In: |
Econometrica
Year: 2005, Jahrgang: 73, Heft: 3, Pages: 771-836 |
| ISSN: | 0012-9682 |
| Schlagworte: | |
| Online-Zugang: |
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| Verfasserangaben: | by O. Linton and E. Mammen |
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