SPLINE ESTIMATION OF A SEMIPARAMETRIC GARCH MODEL

Article (Web of Science)

• cited authors: Liu, Rong; Yang, Lijian
• authors: Liu, Rong
• publication date: August 1, 2016
• webpage: Web of Science
• published in: ECONOMETRIC THEORY Journal
• category: STATISTICS & PROBABILITY Category
• start page: 1023
• end page: 1054
• volume: 32
• issue: 4