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Nonparametric estimation of the conditional variance function with correlated errors

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URI: http://hdl.handle.net/2183/858

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2006

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Journal of nonparametric statistics, vol. 18 (2006), n. 4-6, pp. 375-391.

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Keywords

Autoregressive process Heterocedasticity Local polynomials Volatility

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http://www.informaworld.com/openurl?genre=article&issn=1048-5252&volume=&18issue=4-6&spage=375;

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This is a preprint of an article submitted for consideration in the Journal of nonparametric statistics © 2006 copyright Taylor & Francis ; Journal of nonparametric statistics is available online at: http://www.informaworld.com/

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