Nonparametric estimation of volatility models with serially dependent innovations

Christian M. Dahl, Michael Levine

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalStatistics and Probability Letters
Volume76
Issue number18
Pages (from-to)2007-2016
DOIs
Publication statusPublished - 2006
Externally publishedYes

Cite this