Developing nonparametric conditional heteroscedastic autoregressive nonlinear model by using maximum likelihood method

zbMATH Open1350.62009MaRDI QIDQ3173749FDOQ3173749

Authors: Autcha Araveeporn 

Publication date: 10 October 2011

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zbMATH Keywords

heteroscedasticityautoregressivepenalized splinevolatility

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Cited In (1)

• A note on non-parametric testing for Gaussian innovations in AR-ARCH models

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