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Volatility and risk estimation with linear and nonlinear methods based on high frequency data
Dettling, Marcel; Bühlmann, Peter - In: Applied financial economics 14 (2004) 10, pp. 717-729
Persistent link: https://www.econbiz.de/10002111044
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Splines for financial volatility
Audrino, Francesco; Bühlmann, Peter - 2008
Persistent link: https://www.econbiz.de/10003903347
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Splines for financial volatility
Audrino, Francesco; Bühlmann, Peter - 2007
Persistent link: https://www.econbiz.de/10003465238