Conditional variance estimation in heteroscedastic regression models (Q958779)
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scientific article; zbMATH DE number 5379288
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| default for all languages | No label defined |
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| English | Conditional variance estimation in heteroscedastic regression models |
scientific article; zbMATH DE number 5379288 |
Statements
Conditional variance estimation in heteroscedastic regression models (English)
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8 December 2008
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conditional variance
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local likelihood estimation
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local linear estimation
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log-transformation
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variance reduction
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volatility
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0.8689762949943542
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0.8447354435920715
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0.8327226638793945
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0.8210092782974243
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0.8098157048225403
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