Pages that link to "Item:Q2354745"
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The following pages link to Semiparametric stochastic volatility modelling using penalized splines (Q2354745):
Displaying 3 items.
- A measure of market volatility based on F-transform (Q2219374) (← links)
- Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models (Q4627135) (← links)
- Skew selection for factor stochastic volatility models (Q5037043) (← links)
