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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
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: 18 May 2011 09:55
URI: http://eprints.lse.ac.uk/id/eprint/16136

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