Splines for Financial Volatility

Item Type Journal paper
Abstract
Authors Audrino, Francesco & Bühlmann, Peter
Journal or Publication Title Journal of the Royal Statistical Society, Series B
Language English
Subjects economics
HSG Classification contribution to scientific community
Refereed Yes
Date 6 June 2009
Publisher Wiley
Place of Publication Hoboken
Volume 71
Number 3
Page Range 655-670
Number of Pages 16
ISSN 1369-7412
Depositing User Prof. Ph.D Francesco Audrino
Date Deposited 06 Nov 2008 15:45
Last Modified 25 Sep 2021 00:20
URI: https://www.alexandria.unisg.ch/publications/48831

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Citation

Audrino, Francesco & Bühlmann, Peter (2009) Splines for Financial Volatility. Journal of the Royal Statistical Society, Series B, 71 (3). 655-670. ISSN 1369-7412

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https://www.alexandria.unisg.ch/id/eprint/48831
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