A semiparametric GARCH model for foreign exchange volatility

Journal of Econometrics

Volumn 130, Issue 2, 2006, Pages 365-384

  Yang, Lijian ^a  

^a MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Equivalent kernel; Geometric mixing; Goodness of fit; Local polynomial

Indexed keywords

ECONOMICS; PARAMETER ESTIMATION; SUSTAINABLE DEVELOPMENT;

EQUIVALENT KERNEL; GEOMETRIC MIXING; GOODNESS-OF-FIT; LOCAL POLYNOMIAL;

MATHEMATICAL MODELS;

EID: 31344462195     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.03.006     Document Type: Article

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