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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Item Type	Article
Copyright holders	© 2005 Wiley
Departments	Financial Markets Group Economics STICERD
DOI	10.1111/j.1468-0262.2005.00596.x
Date Deposited	09 Sep 2008 16:30
URI	https://researchonline.lse.ac.uk/id/eprint/16136

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Linton, Oliver
Mammen, Enno

HB Economic Theory

http://www.econometricsociety.org/aims.asp (Publisher)
http://www.blackwellpublishing.com/journal.asp?ref... (Official URL)

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