A local instrumental estimation method for generalized additive volatility models:
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Bibliographic Details
Main Authors: Kim, Woocheol (Author), Linton, Oliver (Author)
Format: Book
Language:English
Published: Berlin Humboldt-Univ. 2000
Series:Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse 2000,86
Physical Description:30 S. graph. Darst.

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