| Original language | English |
|---|---|
| Journal | Statistics and Probability Letters |
| Volume | 76 |
| Issue number | 18 |
| Pages (from-to) | 2007-2016 |
| Number of pages | 10 |
| Publication status | Published - 2006 |
Cite this
Dahl, C. M., & Levine, M. (2006). Nonparametric estimation of volatility models with serially dependent innovations. Statistics and Probability Letters, 76(18), 2007-2016.
@article{fabb13ca3233417ba385ba5ec4a69cdf,
title = "Nonparametric estimation of volatility models with serially dependent innovations",
author = "Dahl, {Christian M.} and Michael Levine",
year = "2006",
language = "English",
volume = "76",
pages = "2007--2016",
journal = "Statistics & Probability Letters",
issn = "0167-7152",
publisher = "Elsevier",
number = "18",
}
Dahl, CM & Levine, M 2006, 'Nonparametric estimation of volatility models with serially dependent innovations', Statistics and Probability Letters, vol. 76, no. 18, pp. 2007-2016.
Nonparametric estimation of volatility models with serially dependent innovations. / Dahl, Christian M.; Levine, Michael .
In: Statistics and Probability Letters, Vol. 76, No. 18, 2006, p. 2007-2016.Research output: Contribution to journal › Journal article › Research › peer-review
TY - JOUR
T1 - Nonparametric estimation of volatility models with serially dependent innovations
AU - Dahl, Christian M.
AU - Levine, Michael
PY - 2006
Y1 - 2006
M3 - Journal article
VL - 76
SP - 2007
EP - 2016
JO - Statistics & Probability Letters
JF - Statistics & Probability Letters
SN - 0167-7152
IS - 18
ER -
Dahl CM, Levine M. Nonparametric estimation of volatility models with serially dependent innovations. Statistics and Probability Letters. 2006;76(18):2007-2016.