Semiparametric stochastic volatility modelling using penalized splines

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

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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Autor/in
; ; ;
Erscheinungsjahr
2015
Zeitschriftentitel
Computational Statistics
Band
30
Ausgabe
2
Seite(n)
517-537
ISSN
0943-4062, 1613-9658
Page URI
https://pub.uni-bielefeld.de/record/2902631

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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.