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
10
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