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Estimating semiparametric ARCH models by kernel smoothing methods

Linton, Oliver and Mammen, Enno (2005) Estimating semiparametric ARCH models by kernel smoothing methods. Econometrica, 73 (3). pp. 771-836. ISSN 0012-9682

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Identification Number: 10.1111/j.1468-0262.2005.00596.x
Item Type: Article
Official URL: http://www.blackwellpublishing.com/journal.asp?ref...
Additional Information: © 2005 Wiley
Divisions: Financial Markets Group
Economics
STICERD
Subjects: H Social Sciences > HB Economic Theory
Date Deposited: 09 Sep 2008 16:30
Last Modified: 10 Jun 2024 02:39
URI: http://eprints.lse.ac.uk/id/eprint/16136

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