The following pages link to Splines for Financial Volatility (Q2920261):
Displaying 5 items.
- Greedy algorithms for prediction (Q265302) (← links)
- Statistical inference for nonparametric GARCH models (Q311986) (← links)
- Boosting techniques for nonlinear time series models (Q1633230) (← links)
- Spline confidence bands for variance functions in nonparametric time series regressive models (Q3145393) (← links)
- Bayesian modelling of time-varying conditional heteroscedasticity (Q6117927) (← links)