%0 Journal Article %1 B�hlmann2002 %A Bühlmann, Peter %A McNeil, Alexander J. %D 2002 %J Computational Statistics & Data Analysis %K GARCH modelling %N 4 %P 665--683 %T An algorithm for nonparametric GARCH modelling %U http://www.sciencedirect.com/science/article/B6V8V-45FGYCN-3/1/b393393a9fcedb3947138c15282d6efa %V 40

@article{B�hlmann2002, added-at = {2008-04-23T14:55:19.000+0200}, author = {B{\"u}hlmann, Peter and McNeil, Alexander J.}, biburl = {https://www.bibsonomy.org/bibtex/2e46d988f4742105383a1b906948d109b/smicha}, day = 28, interhash = {b432f6d682bf956b96ad7c49cdd25cc1}, intrahash = {e46d988f4742105383a1b906948d109b}, journal = {Computational Statistics \& Data Analysis}, keywords = {GARCH modelling}, month = Oct, number = 4, pages = {665--683}, timestamp = {2008-04-23T14:58:24.000+0200}, title = {An algorithm for nonparametric GARCH modelling}, url = {http://www.sciencedirect.com/science/article/B6V8V-45FGYCN-3/1/b393393a9fcedb3947138c15282d6efa}, volume = 40, year = 2002 }