Nonparametric estimation of a time-varying GARCH model (Q5299865)
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scientific article; zbMATH DE number 6179949
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of a time-varying GARCH model |
scientific article; zbMATH DE number 6179949 |
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Nonparametric estimation of a time-varying GARCH model (English)
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24 June 2013
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local polynomial estimation
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time-varying GARCH
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volatility modelling
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