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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Economic notes : economic review of Banca Monte dei Paschi di Siena"
~person:"Sanfelici, Simona"
~person:"Teräsvirta, Timo"
~subject:"ARCH model"
~type_genre:"Article in journal"
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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An improved two-step regularization scheme for spot volatility estimation
Ogawa, Shigeyoshi
;
Sanfelici, Simona
- In:
Economic notes : economic review of Banca Monte dei …
40
(
2011
)
3
,
pp. 107-134
Persistent link: https://www.econbiz.de/10009515625
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