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scientific article; zbMATH DE number 1833047
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| English | No label defined |
scientific article; zbMATH DE number 1833047 |
Statements
13 January 2003
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coefficient parameter
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DEM/GBP daily return
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efficient estimator
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equivalent kernel
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local polynomial
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nonparametric GARCH
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rule-of-thumb bandwidth
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volatility of foreign exchange daily returns
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0.7634084224700928
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0.762700080871582
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0.762700080871582
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0.75873863697052
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