Single-index volatility models and estimation

Xia, Yingcun, Tong, Howell and Li, W. K. (2002) Single-index volatility models and estimation. Statistica Sinica, 12 (3). pp. 785-799. ISSN 1017-0405

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Item Type:	Article
Official URL:	http://www3.stat.sinica.edu.tw/statistica/
Additional Information:	© 2002 Statistica Sinica
Library of Congress subject classification:	H Social Sciences > HA Statistics
Sets:	Departments > Statistics
Rights:	http://www.lse.ac.uk/library/rights/LSERO.htm
URL:	http://eprints.lse.ac.uk/17846/

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