Semiparametric stochastic volatility modelling using penalized splines
2014 | journal article
Jump to: Cite & Linked | Documents & Media | Details | Version history
Cite this publication
Langrock, Roland, Théo Michelot, Alexander Sohn, and Thomas Kneib. "Semiparametric stochastic volatility modelling using penalized splines." Computational Statistics 30, no. 2 (2014): 517-537. https://doi.org/10.1007/s00180-014-0547-5.
