Semiparametric stochastic volatility modelling using penalized splines
- 期刊名称Computational Statistics
- 作者Langrock, Roland; Michelot, Théo; Sohn, Alexander; Kneib, Thomas
- 卷第30卷
- 期第2期
- 印刷ISSN0943-4062
- 电子ISSN1613-9658
- 文件大小10866.21KB
- 发表时间2015-6
- DOI10.1007/s00180-014-0547-5
- 页码517-537
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