Nonparametric autoregression with multiplicative volatility and additive mean:
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Bibliographic Details
Main Authors: Härdle, Wolfgang 1953- (Author), Yang, Lijian (Author)
Format: Book
Language:English
Published: Berlin Humboldt- Univ., Wirtschaftswiss. Fak. 1996
Series:Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse 96,62
Physical Description:20 S.

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