Estimating semiparametric ARCH models by kernel smoothing methods /
Mammen, E.(Enno)
Linton, Oliver B.
London School of Economics and Political Science.Financial Markets Group
London : Financial Markets Group, London School of Economics and Political Science,
2005.
"September 2004."
Includes bibliographical references.
Econometrics.
Nonparametric statistics.
Smoothing (Statistics)