Semiparametric estimation of conditional heteroscedasticitity via single-index modeling
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Publication:2844449
DOI10.5705/ss.2012.075OpenAlexW2156427463WikidataQ37512415 ScholiaQ37512415MaRDI QIDQ2844449
Yuexiao Dong, Run-Ze Li, Li-ping Zhu
Publication date: 28 August 2013
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5705/ss.2012.075
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