Efficient semiparametric garch modeling of financial volatility (Q3223866)

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Efficient semiparametric garch modeling of financial volatility
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    Statements

    title
    Efficient semiparametric garch modeling of financial volatility (English)
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    author
    Li Wang
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    Cong Feng
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    Qiongxia Song
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    Lijian Yang
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    publication date
    8 March 2012
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    zbMATH Keywords
    B-spline
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    confidence band
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    knots
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    news impact curve
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    volatility
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    Identifiers

    DOI
    10.5705/ss.2009.285
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    zbMATH DE Number
    6013158
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