Kernel-based Volatility Generalised Least Squares (2021)
Attributed to:
The Alan Turing Institute
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.ecosta.2019.11.001
Publication URI: http://dx.doi.org/10.1016/j.ecosta.2019.11.001
Type: Journal Article/Review
Parent Publication: Econometrics and Statistics