Semiparametric Estimation of ARCH Models Using Nearest Neighbour Regression: Some Mote Carlo Results.
| Year of publication: |
1995
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|---|---|
| Authors: | Davidson, R. ; Eddelbuttel, D. |
| Institutions: | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) |
| Subject: | EVALUATION | REGRESSION ANALYSIS |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 24 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005669436