Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models


Conrad, Christian ; Mammen, Enno



URL: http://www.uni-heidelberg.de/md/awi/forschung/dp47...
Additional URL: http://dx.doi.org/10.2139/ssrn.1192082
Document Type: Working paper
Year of publication: 2008
The title of a journal, publication series: Discussion paper series
Volume: 473
Place of publication: Heidelberg
Publishing house: Univ. Heidelberg, Department of Economics
Publication language: English
Institution: School of Law and Economics > Statistik (Mammen)
Subject: 310 Statistics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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