On the efficiency of a semi‐parametric GARCH model (Q3018505)

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On the efficiency of a semi‐parametric GARCH model
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    title
    On the efficiency of a semi‐parametric GARCH model (English)
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    author
    Jianing Di
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    Ashis K. Gangopadhyay
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    publication date
    27 July 2011
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    zbMATH DE Number
    5932406
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    zbMATH Keywords
    adaptive estimation
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    efficiency
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    GARCH
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    kernel
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    semi-parametric
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    cites work
    On adaptive estimation
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    Q3999325
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    Q3749988
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    Q3896361
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