Author Michelot, Théo
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2013 | Preprint
Semiparametric stochastic volatility modelling using penalized splines
Langrock, R.; Michelot, T.; Sohn, A. & Kneib, T. (2013)
Details arXiv
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2014 | Journal Article
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
Details DOI