Non-stationary non-parametric volatility model

10.1111/j.1368-423X.2011.00357.x

Saved in:

Bibliographic Details
Main Authors:	Han, H., Zhang, S.
Other Authors:	ECONOMICS
Format:	Article
Published:	2014
Subjects:	Kernel estimation long memory property non-parametric ARCH non-parametric cointegrating regression non-stationarity volatility persistence
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/52115
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	National University of Singapore

id	sg-nus-scholar.10635-52115
record_format	dspace
spelling	sg-nus-scholar.10635-521152023-10-30T10:12:31Z Non-stationary non-parametric volatility model Han, H. Zhang, S. ECONOMICS Kernel estimation long memory property non-parametric ARCH non-parametric cointegrating regression non-stationarity volatility persistence 10.1111/j.1368-423X.2011.00357.x Econometrics Journal 15 2 204-225 2014-05-05T10:25:35Z 2014-05-05T10:25:35Z 2012-06 Article Han, H., Zhang, S. (2012-06). Non-stationary non-parametric volatility model. Econometrics Journal 15 (2) : 204-225. ScholarBank@NUS Repository. https://doi.org/10.1111/j.1368-423X.2011.00357.x 13684221 http://scholarbank.nus.edu.sg/handle/10635/52115 000311707800003 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Kernel estimation long memory property non-parametric ARCH non-parametric cointegrating regression non-stationarity volatility persistence
spellingShingle	Kernel estimation long memory property non-parametric ARCH non-parametric cointegrating regression non-stationarity volatility persistence Han, H. Zhang, S. Non-stationary non-parametric volatility model
description	10.1111/j.1368-423X.2011.00357.x
author2	ECONOMICS
author_facet	ECONOMICS Han, H. Zhang, S.
format	Article
author	Han, H. Zhang, S.
author_sort	Han, H.
title	Non-stationary non-parametric volatility model
title_short	Non-stationary non-parametric volatility model
title_full	Non-stationary non-parametric volatility model
title_fullStr	Non-stationary non-parametric volatility model
title_full_unstemmed	Non-stationary non-parametric volatility model
title_sort	non-stationary non-parametric volatility model
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/52115
_version_	1781411745803272192

Non-stationary non-parametric volatility model

Similar Items