Semi-parametric GARCH model based on transformed kernel density estimation

FANG Shi-jian, HAN Yu

Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (8) : 1963-1970.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (8) : 1963-1970. DOI: 10.12011/1000-6788(2014)8-1963

Semi-parametric GARCH model based on transformed kernel density estimation

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2014, 34(8): 1963-1970 https://doi.org/10.12011/1000-6788(2014)8-1963

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