Smoothed Conditional Scale Function Estimation in AR(1)-ARCH(1) Processes

Table 1

Description of the most used kernel functions.

Kernel functions	Expressions
Gaussian					0.2821
Epanechnikov		2			0.2683
Uniform		0			0.2887
Triangular		1
Triweight		6			0.2722
Tricube		9			0.2689
Biweight		4			0.2700
Cosine					0.2685