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Splines for Financial Volatility

Francesco Audrino & Peter Bühlmann

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abstract
   
type journal paper
   
keywords
   
language English
kind of paper journal article
date of appearance 6-6-2009
journal Journal of the Royal Statistical Society, Series B
publisher Wiley (Hoboken)
ISSN 1369-7412
volume of journal 71
number of issue 3
page(s) 655-670
review blind review
   
citation Audrino, F., & Bühlmann, P. (2009). Splines for Financial Volatility. Journal of the Royal Statistical Society, Series B, 71(3), 655-670.