Semiparametric stochastic volatility modelling using penalized splines

Langrock R, Michelot T, Sohn A, Kneib T (2015)
Computational Statistics 30(2): 517-537.

Download
Es wurde kein Volltext hochgeladen. Nur Publikationsnachweis!
Zeitschriftenaufsatz | Veröffentlicht | Englisch
Autor
; ; ;
Erscheinungsjahr
Zeitschriftentitel
Computational Statistics
Band
30
Zeitschriftennummer
2
Seite
517-537
PUB-ID

Zitieren

Langrock R, Michelot T, Sohn A, Kneib T. Semiparametric stochastic volatility modelling using penalized splines. Computational Statistics. 2015;30(2):517-537.
Langrock, R., Michelot, T., Sohn, A., & Kneib, T. (2015). Semiparametric stochastic volatility modelling using penalized splines. Computational Statistics, 30(2), 517-537. doi:10.1007/s00180-014-0547-5
Langrock, R., Michelot, T., Sohn, A., and Kneib, T. (2015). Semiparametric stochastic volatility modelling using penalized splines. Computational Statistics 30, 517-537.
Langrock, R., et al., 2015. Semiparametric stochastic volatility modelling using penalized splines. Computational Statistics, 30(2), p 517-537.
R. Langrock, et al., “Semiparametric stochastic volatility modelling using penalized splines”, Computational Statistics, vol. 30, 2015, pp. 517-537.
Langrock, R., Michelot, T., Sohn, A., Kneib, T.: Semiparametric stochastic volatility modelling using penalized splines. Computational Statistics. 30, 517-537 (2015).
Langrock, Roland, Michelot, Théo, Sohn, Alexander, and Kneib, Thomas. “Semiparametric stochastic volatility modelling using penalized splines”. Computational Statistics 30.2 (2015): 517-537.