A local instrumental variable estimation method for generalized additive volatility models /
Kim, Woocheol.
Linton, Oliver B.
Suntory and Toyota International Centres for Economics and Related Disciplines.
London : Suntory and Toyota International Centres for Economics and Related Disciplines,
2003.
Includes bibliographical references.
Stochastic processes.
Nonparametric statistics.
Time-series analysis.