Nonparametric estimation and forecasting for time-varying coefficient realized volatility models

Xiangjin B. Chen, Jiti Gao, Degui Li, Param Silvapulle

Econometrics & Business Statistics

Research output: Contribution to journal › Article › Research › peer-review

36 Citations (Scopus)

1 results

Finished

Non- and Semi-Parametric Panel Data Econometrics: Theory and Applications
Gao, J. (Primary Chief Investigator (PCI)) & Phillips, P. (Partner Investigator (PI))
Australian Research Council (ARC), Monash University, Yale University
1/01/15 → 31/12/19
Project: Research