A nonparametric threshold model with application to zero returns (2008)

First Author: Linton O
Attributed to:  Nonparametric Methods for Empirical Finance and Microeconometrics funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.4310/sii.2008.v1.n2.a9

Publication URI: http://dx.doi.org/10.4310/sii.2008.v1.n2.a9

Type: Journal Article/Review

Parent Publication: Statistics and Its Interface

Issue: 2