Semiparametric ARCH models

Gonzalez-Rivera, Gloria, Engle, Robert F., González-Rivera, Gloria . Journal of Business & Economic Statistics 1991. 9 :345-359

Locate this article in:

Bibtex

@article{CIS-100097,
  Author = {Gonzalez-Rivera, Gloria and Engle, Robert F. and González-Rivera, Gloria},
  Title = {Semiparametric ARCH models},
  Journal = {Journal of Business & Economic Statistics},
  Volume = {9},
  Year = {1991},
  Pages = {345--359},
  Keywords = {Nonparametric estimation, Quasi-likelihood}
}

Similar articles