Nonparametric ARCH with additive mean and multiplicative volatility : a new estimation procedure

P. 63-76

• Articles from the same issue (available individually)

  • On the use of inferential confidence intervals
    Get article
  • On the uniformly most powerful invariant test for the shoulder condition in line transect sampling
    Get article
  • A comparison of preliminary estimators in a class of ordinal data models
    Get article
  • A new OLS-based procedure for clusterwise linear regression
    Get article
  • Nonparametric ARCH with additive mean and multiplicative volatility : a new estimation procedure
  • Multivariate nonparametric testing for comparing sector credit risk
    Get article
  • Nonparametric directional tests in the presence of confounding factors and categorical data
    Get article

  Show more
• Information

  DOI: 10.1400/209630

  ISSN: 2283-6659

  Permalink: https://digital.casalini.it/10.1400/209630

  DISCIPLINES

  • Statistics