Semiparametric and Nonparametric ARCH Modeling (Q3646952)

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Semiparametric and Nonparametric ARCH Modeling
scientific article

    Statements

    title
    Semiparametric and Nonparametric ARCH Modeling (English)
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    author
    Oliver B. Linton
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    publication date
    27 November 2009
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    zbMATH Keywords
    discrete time volatility
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    GARCH
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    semiparametric
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    nonparametric
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    long memory
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    Identifiers

    Mathematics Subject Classification ID
    91B84
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    91G70
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    91-02
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    62P05
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    zbMATH DE Number
    5640033
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    OpenAlex ID
    W1511984511
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