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

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Interlibrary loan Place Request Caution: Not in THWS collection!