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Paper provided by EconWPA in its series Finance with number 9904005.

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Length: 49 pages
Date of creation: 14 Apr 1999
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Handle: RePEc:wpa:wuwpfi:9904005

Note: 49 pages
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G - Financial Economics

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

1. L. Yang & W. H"Ardle, . "Nonparametric Autoregression with Multiplicative Volatility and Additive Mean," Sonderforschungsbereich 373 1996-62, Humboldt Universitaet Berlin.
   Other versions:
   • L. Yang & W. Härdle & J. Nielsen, . "Nonparametric Autoregression with Multiplicative Volatility and Additive Mean," Sonderforschungsbereich 373 1998-107, Humboldt Universitaet Berlin.

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This page was last updated on 2009-12-13.