Nonparametric and Semiparametric Volatility Models: Specification, Estimation, and Testing

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Description: This chapter contains sections titled: Introduction Nonparametric and Semiparametric Univariate Volatility Models Nonparametric and Semiparametric Multivariate Volatility Models Empirical Analysis Conclusion Acknowledgments
Liangjun Su; Aman Ullah; Santosh Mishra; Yun Wang
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