A semiparametric GARCH model for foreign exchange volatility

By Lijian Yang. 2006

54 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/fd9e5e8745631acfc9dcba1b1adaa41f2ad634df

Citations in the corpus

• A Semiparametric Stochastic Volatility Model (2012, unknown): “return innovation. Robinson (1991), Linton and Mammen (2005) and Yang (2006) provided”