مرکز منطقه ای اطلاع رساني علوم و فناوري - Nonparametric estimation of volatility models with serially dependent innovations

Title of article :

Nonparametric estimation of volatility models with serially dependent innovations

Author/Authors :

Christian M. Dahl، نويسنده , , Michael Levine، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2006

Pages :

From page :

2007

To page :

2016

Keywords :

Weak form volatility models , asymptotics , Nonparametric/Semiparametric estimation

Journal title :

Statistics and Probability Letters

Serial Year :

2006

Journal title :

Statistics and Probability Letters

Record number :

140864

Link To Document :