ESTIMATION OF A SEMIPARAMETRIC IGARCH(1,1) MODEL
| Year of publication: |
2010
|
|---|---|
| Authors: | Kim, Woocheol ; Linton, Oliver |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 27.2010, 3 (24.9.), p. 639-662
|