Items where Author is "Kim, Woocheol"

Number of items: 4.
Article
  • Estimation of a semiparametric IGARCH (1,1) model. Kim, Woocheol; Linton, Oliver
  • The live method for generalized additive volatility models. Kim, Woocheol; Linton, Oliver B.
    • Working paper
  • A local instrumental variable estimation method for generalized additive volatility models. Kim, Woocheol; Linton, Oliver
  • A local instrumental variable estimation method for generalized additive volatility models. Kim, Woocheol; Linton, Oliver