LET'S GET LADE: ROBUST ESTIMATION OF SEMIPARAMETRIC MULTIPLICATIVE VOLATILITY MODELS (2014)

First Author: Koo B
Attributed to:  The Centre for Microdata Methods and Practice funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1017/s0266466614000516

Publication URI: http://dx.doi.org/10.1017/s0266466614000516

Type: Journal Article/Review

Parent Publication: Econometric Theory

Issue: 4