Functional data analysis for volatility
Saved in:
| Title: | Functional data analysis for volatility |
|---|---|
| Authors: | Müller, Hans-Georg1 mueller@wald.ucdavis.edu, Sen, Rituparna1 rsen@wald.ucdavis.edu, Stadtmüller, Ulrich2 ulrich.stadtmueller@uni-ulm.de |
| Source: | Journal of Econometrics. Dec2011, Vol. 165 Issue 2, p233-245. 13p. |
| Database: | Business Source Ultimate |
| ISSN: | 03044076 |
|---|---|
| DOI: | 10.1016/j.jeconom.2011.08.002 |
