Nonparametric autoregression with multiplicative volatility and additive mean:
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Bibliographic Details
Main Authors: Härdle, Wolfgang 1953- (Author), Yang, Lijian (Author), Nielsen, Jens P. (Author)
Format: Book
Language:English
Published: Berlin Humboldt- Univ., Wirtschaftswiss. Fak. 1998
Series:Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse 98,107
Physical Description:22 S.