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~person:"Bühlmann, Peter"
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Bühlmann, Peter
Gil-Alaña, Luis A.
340
Caporale, Guglielmo Maria
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237
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79
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73
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67
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Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2008
Persistent link: https://www.econbiz.de/10003903347
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2
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2007
Persistent link: https://www.econbiz.de/10003465238
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3
Volatility estimation with functional gradient descent for very high-dimensional financial time series
Audrino, Francesco
;
Bühlmann, Peter
- In:
The journal of computational finance
6
(
2003
)
3
,
pp. 65-89
Persistent link: https://www.econbiz.de/10001753395
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4
Extreme events from the return-volume process : a discretization approach for complexity reduction
Bühlmann, Peter
- In:
Applied financial economics
8
(
1998
)
3
,
pp. 267-278
Persistent link: https://www.econbiz.de/10001244166
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