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    Statements

    author
    Jianxing Yin
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    Zhi Geng
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    Hansheng Wang
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    Run-Ze Li
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    publication date
    10 February 2010
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    zbMATH Keywords
    conditional variance
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    heteroscedasticity
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    kernel regression
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    nonparametric covariance model
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    volatility
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    Identifiers

    Mathematics Subject Classification ID
    62G08
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    62G20
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    62G07
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    65C60
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    zbMATH DE Number
    5668416
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