Estimating semiparametric ARCH ([infinity symbol]) models by kernel smothing methods /
Linton, Oliver B.
Mammen, E.(Enno)
Suntory and Toyota International Centres for Economics and Related Disciplines.
London : STICERD, Suntory and Toyota International Centres for Economics and Related Disciplines,
2003.
Caption title.
Includes bibliographical references.
Nonparametric statistics.
Smoothing (Statistics)
Economics, Mathematical.