Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1
- 1 May 2005
- journal article
- Published by The Econometric Society in Econometrica
- Vol. 73 (3) , 771-836
- https://doi.org/10.1111/j.1468-0262.2005.00596.x
Abstract
No abstract availableKeywords
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