Semiparametric stochastic volatility modelling using penalized splines

2014 | journal article

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​Semiparametric stochastic volatility modelling using penalized splines​
Langrock, R. ; Michelot, T.; Sohn, A.   & Kneib, T. ​ (2014) 
Computational Statistics, 30(2) pp. 517​-537​.​ DOI: https://doi.org/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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