Estimating Semiparametric Arch (Infinity) Models by Kernel Smoothing Methods
Year of publication: |
2004
|
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Authors: | Mammen, Enno ; Linton, Oliver B. |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | ARCH-Modell | ARCH model | Core | Nichtparametrisches Verfahren | Nonparametric statistics |
Extent: | 1 Online-Ressource (77 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 26, 2003 erstellt |
Other identifiers: | 10.2139/ssrn.489342 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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