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
Departments	Statistics
Date Deposited	30 Oct 2008 16:43
URI	https://researchonline.lse.ac.uk/id/eprint/17846

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Xia, Yingcun
Tong, Howell
Li, W. K.

HA Statistics

http://www3.stat.sinica.edu.tw/statistica/ (Official URL)

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