Splines for Financial Volatility (Q2920261)

From MaRDI portal
Revision as of 21:13, 3 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Splines for Financial Volatility
scientific article

    Statements

    title
    Splines for Financial Volatility (English)
    0 references
    author
    Francesco Audrino
    0 references
    Peter Bühlmann
    0 references
    publication date
    25 October 2012
    0 references
    Mathematics Subject Classification ID
    91G70
    0 references
    62M10
    0 references
    65D07
    0 references
    zbMATH DE Number
    6098616
    0 references
    zbMATH Keywords
    boosting
    0 references
    \(B\)-splines
    0 references
    conditional variance
    0 references
    financial time series
    0 references
    generalized auto-regressive conditional heteroscedasticity model
    0 references
    volatility
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2920261&oldid=15894836"
    Powered by MediaWiki