Semiparametric Estimator of Time Series Conditional Variance
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- scientific article; zbMATH DE number 6613568
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Cited in
(11)- scientific article; zbMATH DE number 6613568 (Why is no real title available?)
- Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form
- Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets
- Specification and testing of multiplicative time-varying GARCH models with applications
- Hybrid model for stock market volatility
- Nonparametric volatility prediction
- Riemann solitons on Lorentzian generalized symmetric spaces
- Modal volatility function
- Modelling volatility by variance decomposition
- A semiparametric stochastic volatility model
- Tests for the equality of conditional variance functions in nonparametric regression
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