Semiparametric stochastic volatility modelling using penalized splines

2014 | journal article

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​Langrock R, Michelot T, Sohn A, Kneib T. ​Semiparametric stochastic volatility modelling using penalized splines​. ​​Computational Statistics. ​2014;​30​(2):​​517​-537​. ​doi:10.1007/s00180-014-0547-5. 

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Authors
Langrock, Roland ; Michelot, Théo; Sohn, Alexander ; Kneib, Thomas 
Issue Date
2014
Publisher
Springer Nature
Journal
Computational Statistics 
ISSN
0943-4062

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