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A local instrumental variable estimation method for generalized additive volatility models

Woocheol Kim

Publication Data

Title A local instrumental variable estimation method for generalized additive volatility models
Author Woocheol Kim
Contributors Oliver B. Linton, Oliver B. Linton
Publisher Financial Markets Group, London School of Economics
Publication date 2004
Publication location London
Language English

Topics

Stochastic processes
Nonparametric statistics
Time-series analysis

Catalogue Data

OBNB ID GBA557457
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 42 p.
P1042 Includes bibliographical references.

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A local instrumental variable estimation method for generalized additive volatility models by Woocheol Kim. Published by Financial Markets Group, London School of Economics in 2004. Publication and catalogue information, links to buy online and reader comments.