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 |
| Date Deposited: | 09 Sep 2008 16:30 |
| Last Modified: | 04 Jan 2024 04:09 |
| URI: | http://eprints.lse.ac.uk/id/eprint/16136 |
Actions (login required)
 |
View Item |
