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Local instrumental variable method for the generalized additive-interactive nonlinear volatility model estimation - MaRDI portal

Local instrumental variable method for the generalized additive-interactive nonlinear volatility model estimation (Q2890707)

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scientific article; zbMATH DE number 6045074
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Local instrumental variable method for the generalized additive-interactive nonlinear volatility model estimation
scientific article; zbMATH DE number 6045074

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    11 June 2012
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    Local instrumental variable method for the generalized additive-interactive nonlinear volatility model estimation (English)
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