Semiparametric stochastic volatility modelling using penalized splines
Crossref DOI link: https://doi.org/10.1007/s00180-014-0547-5
Published Online: 2014-12-04
Published Print: 2015-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Langrock, Roland
Michelot, Théo
Sohn, Alexander
Kneib, Thomas
Text and Data Mining valid from 2014-12-04