Splines for Financial Volatility (Q2920261)

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Splines for Financial Volatility
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    Statements

    title
    Splines for Financial Volatility (English)
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    author
    Francesco Audrino
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    Peter Bühlmann
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    publication date
    25 October 2012
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    zbMATH Keywords
    boosting
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    \(B\)-splines
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    conditional variance
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    financial time series
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    generalized auto-regressive conditional heteroscedasticity model
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    volatility
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    62M10
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    65D07
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    zbMATH DE Number
    6098616
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