Local instrumental variable method for the generalized additive-interactive nonlinear volatility model estimation (Q2890707)
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scientific article; zbMATH DE number 6045074
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| English | Local instrumental variable method for the generalized additive-interactive nonlinear volatility model estimation |
scientific article; zbMATH DE number 6045074 |
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11 June 2012
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Local instrumental variable method for the generalized additive-interactive nonlinear volatility model estimation (English)
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0.8475287556648254
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