Semiparametric estimation of conditional heteroscedasticitity via single-index modeling (Q2844449)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric estimation of conditional heteroscedasticitity via single-index modeling |
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Semiparametric estimation of conditional heteroscedasticitity via single-index modeling (English)
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28 August 2013
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conditional variance
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heteroscedasticity
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single-index model
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volatility
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