"Semiparametric stochastic volatility modelling using penalized splines."

Roland Langrock et al. (2015)

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DOI: 10.1007/S00180-014-0547-5

access: closed

type: Journal Article

metadata version: 2020-10-26

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Roland Langrock, Théo Michelot, Alexander Sohn, Thomas Kneib:
Semiparametric stochastic volatility modelling using penalized splines. Comput. Stat. 30(2): 517-537 (2015)

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