Nonparametric estimation of volatility models with serially dependent innovations (Q866604)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of volatility models with serially dependent innovations |
scientific article |
Statements
Nonparametric estimation of volatility models with serially dependent innovations (English)
0 references
14 February 2007
0 references
weak form volatility models
0 references
semiparametric estimation
0 references
asymptotics
0 references
0 references
