Nonparametric estimation of volatility models with serially dependent innovations (Q866604)
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scientific article; zbMATH DE number 5126436
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| English | Nonparametric estimation of volatility models with serially dependent innovations |
scientific article; zbMATH DE number 5126436 |
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Nonparametric estimation of volatility models with serially dependent innovations (English)
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14 February 2007
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weak form volatility models
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semiparametric estimation
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asymptotics
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0.8173015117645264
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0.7832039594650269
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0.7736737132072449
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0.7709150314331055
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0.7706046104431152
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