Splines for financial volatility
Author:
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9868.2009.00696.x/fullpdf
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4. Tree-structured generalized autoregressive conditional heteroscedastic models;Audrino;J. R. Statist. Soc. B,2001
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