Unstable volatility: the break-preserving local linear estimator

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Isabel Casas, Denmark
  • Irene Gijbels, Katholieke Universiteit Leuven, Belgium
Original languageEnglish
JournalJournal of Nonparametric Statistics
Volume24
Issue4
Pages (from-to)883-904
ISSN1048-5252
DOIs
Publication statusPublished - 2012

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