SPLINE ESTIMATION OF A SEMIPARAMETRIC GARCH MODEL (Q2826010)

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SPLINE ESTIMATION OF A SEMIPARAMETRIC GARCH MODEL
scientific article

    Statements

    title
    SPLINE ESTIMATION OF A SEMIPARAMETRIC GARCH MODEL (English)
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    author
    Rong Liu
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    Li-Jian Yang
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    publication date
    14 October 2016
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M10
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    62G08
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    62G20
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    62P05
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    zbMATH DE Number
    6639306
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