Nonparametric estimation of volatility models with serially dependent innovations

Research output: Contribution to journal › Journal article › Research › peer-review

Original language	English
Journal	Statistics and Probability Letters
Volume	76
Issue number	18
Pages (from-to)	2007-2016
DOIs	https://doi.org/10.1016/j.spl.2006.05.018
Publication status	Published - 2006
Externally published	Yes

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@article{fabb13ca3233417ba385ba5ec4a69cdf,

title = "Nonparametric estimation of volatility models with serially dependent innovations",

author = "Dahl, {Christian M.} and Michael Levine",

year = "2006",

doi = "10.1016/j.spl.2006.05.018",

language = "English",

volume = "76",

pages = "2007--2016",

journal = "Statistics and Probability Letters",

publisher = "Elsevier",

number = "18",

}