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ESTIMATION OF A SEMIPARAMETRIC IGARCH(1,1) MODEL
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- Journal:
- Econometric Theory / Volume 27 / Issue 3 / June 2011
- Published online by Cambridge University Press:
- 04 November 2010, pp. 639-661
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THE LIVE METHOD FOR GENERALIZED ADDITIVE VOLATILITY MODELS
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- Journal:
- Econometric Theory / Volume 20 / Issue 6 / December 2004
- Published online by Cambridge University Press:
- 01 December 2004, pp. 1094-1139
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NONPARAMETRIC ESTIMATION OF HOMOGENEOUS FUNCTIONS
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- Journal:
- Econometric Theory / Volume 19 / Issue 4 / August 2003
- Published online by Cambridge University Press:
- 06 June 2003, pp. 640-663
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