THE LIVE METHOD FOR GENERALIZED ADDITIVE VOLATILITY MODELS

THE LIVE METHOD FOR GENERALIZED ADDITIVE VOLATILITY MODELS

Kim, Woocheol, Linton, Oliver
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Volume:
20
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s026646660420603x
Date:
December, 2004
File:
PDF, 426 KB
english, 2004
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