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Estimating semiparametric ARCH (∞) models by Kernel smoothing methods

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Bibliographic Details
Main Authors: Linton, Oliver (Author) , Mammen, Enno (Author)
Format: Article (Journal)
Language:English
Published: 2005
In: Econometrica
Year: 2005, Volume: 73, Issue: 3, Pages: 771-836
ISSN:0012-9682
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Author Notes:by O. Linton and E. Mammen
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Estimating semiparametric ARCH models by kernel smoothing methods by Mammen, Enno (Author) , Linton, Oliver (Author) ,


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


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