Adaptive density estimation for general arch models

Econometric Theory

Volumn 24, Issue 6, 2008, Pages 1628-1662

  Comte, F ^a,d   Dedecker, J ^b   Taupin, M L ^c  

^a Université Paris Descartes

^b SORBONNE UNIVERSITÉ   (France)

^c UNIVERSITÉ PARIS SACLAY   (France)

^d UNIVERSITÉ PARIS DESCARTES   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 53349163851     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S026646660808064X     Document Type: Article

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