Semiparametric estimation of conditional heteroscedasticity via single-index modeling (Q2844449)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Semiparametric estimation of conditional heteroscedasticity via single-index modeling |
scientific article; zbMATH DE number 6202705
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Semiparametric estimation of conditional heteroscedasticity via single-index modeling |
scientific article; zbMATH DE number 6202705 |
Statements
28 August 2013
0 references
conditional variance
0 references
heteroscedasticity
0 references
single-index model
0 references
volatility
0 references
Semiparametric estimation of conditional heteroscedasticity via single-index modeling (English)
0 references
