Single-index volatility models and estimation
Xia, Y., Tong, H. & Li, W. K.
(2002).
Single-index volatility models and estimation.
Statistica Sinica,
12(3), 785-799.
| Item Type | Article |
|---|---|
| Copyright holders | © 2002 Statistica Sinica |
| Departments | LSE > Academic Departments > Statistics |
| Date Deposited | 30 Oct 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/17846 |
Explore Further
- https://www.scopus.com/pages/publications/0036660836 (Scopus publication)
- http://www3.stat.sinica.edu.tw/statistica/ (Official URL)