Local polynomial estimators of the volatility function in nonparametric autoregression
- 1 November 1997
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 81 (1) , 223-242
- https://doi.org/10.1016/s0304-4076(97)00044-4
Abstract
No abstract availableThis publication has 17 references indexed in Scilit:
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