Estimating Semiparametric ARCH(‡) Models by Kernel Smoothing Methods


Mammen, Enno ; Linton, Oliver B.



Document Type: Article
Year of publication: 2005
The title of a journal, publication series: Econometrica : Journal of the Econometric Society
Volume: 73
Issue number: 3
Page range: 771-836
Place of publication: Oxford [u.a.]
Publishing house: Wiley-Blackwell
ISSN: 0012-9682
Publication language: English
Institution: School of Law and Economics > Statistik (Mammen)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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