Title of article :
An algorithm for nonparametric GARCH modelling
Author/Authors :
Peter Bühlmann، نويسنده , , Alexander J. McNeil، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
Pages :
19
From page :
665
To page :
683
Keywords :
GARCH modelling , Volatility estimation , Nonparametric methods
Journal title :
Computational Statistics and Data Analysis
Serial Year :
2002
Journal title :
Computational Statistics and Data Analysis
Record number :
307563
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=307563
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