Nonparametric regression on latent covariates with an application to semiparametric GARCH-in-Mean models


Conrad, Christian ; Mammen, Enno


DOI: https://doi.org/10.2139/ssrn.1192082
URL: http://www.uni-heidelberg.de/md/awi/forschung/dp47...
Additional URL: https://papers.ssrn.com/sol3/papers.cfm?abstract_i...
Document Type: Working paper
Year of publication: 2008
The title of a journal, publication series: Discussion Paper Series
Volume: 473
Place of publication: Heidelberg
Publishing house: Univ. Heidelberg, Department of Economics
Publication language: English
Institution: School of Law and Economics > Statistik (Mammen)
Subject: 310 Statistics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Conrad, Christian ; Mammen, Enno (2008) Nonparametric regression on latent covariates with an application to semiparametric GARCH-in-Mean models. Discussion Paper Series Heidelberg 473 [Working paper]


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