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  1. 1
    Daily nonparametric ARCH(1) model estimation using intraday high frequency data
    by Xin Liang, Xingfa Zhang, Yuan Li, Chunliang Deng
    Published 2021-01-01
    Subjects: “...local polynomial estimation...”
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    Article
  2. 2
    Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
    by Linton, O., Xiao, Z.
    Published 2019
    Subjects: “...Local polynomial estimation...”
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    Article
  3. 3
    Dependence modeling between continuous time stochastic processes : an application to electricity markets modeling and risk management
    by Deschatre, Thomas
    Published 2017
    Subjects: “...Local polynomial estimation...”
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