"Semiparametric stochastic volatility modelling using penalized splines."

Roland Langrock et al. (2015)

Details and statistics

DOI: 10.1007/S00180-014-0547-5

access: closed

type: Journal Article

metadata version: 2020-10-26

a service of  Schloss Dagstuhl - Leibniz Center for Informatics