Cookies?
Library Header Image
LSE Research Online LSE Library Services

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

Full text not available from this repository.

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
Sets: Research centres and groups > Financial Markets Group (FMG)
Departments > Economics
Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD)
Collections > Economists Online
Date Deposited: 09 Sep 2008 16:30
Last Modified: 20 May 2019 00:45
URI: http://eprints.lse.ac.uk/id/eprint/16136

Actions (login required)

View Item View Item