Nonparametric Conditional Density Estimation, with an Application to Stock Returns Volatility

Author

Anthony Tay, Singapore Management UniversityFollow

Publication Type

Conference Paper

Publication Date

6-2004

Discipline

Econometrics

Research Areas

Econometrics

Publication

Far Eastern Meeting of the Econometric Society

Citation

Tay, Anthony. Nonparametric Conditional Density Estimation, with an Application to Stock Returns Volatility. (2004). Far Eastern Meeting of the Econometric Society.
Available at: https://ink.library.smu.edu.sg/soe_research/873