Estimating semiparametric ARCH models by kernel smoothing methods
Linton, O. & Mammen, E.
(2005).
Estimating semiparametric ARCH models by kernel smoothing methods.
Econometrica,
73(3), 771-836.
https://doi.org/10.1111/j.1468-0262.2005.00596.x
| Item Type | Article |
|---|---|
| Copyright holders | © 2005 Wiley |
| Departments |
LSE > Research Centres > Financial Markets Group LSE > Academic Departments > Economics LSE > Research Centres > STICERD |
| DOI | 10.1111/j.1468-0262.2005.00596.x |
| Date Deposited | 09 Sep 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/16136 |
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