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- W2911820835 abstract "Nonparametric stochastic volatility models, although providing great flexibility for modelling the volatility equation, often fail to account for useful shape information. For example, a model may ..." @default.
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- W2911820835 date "2019-01-02" @default.
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- W2911820835 title "Shape-constrained semiparametric additive stochastic volatility models" @default.
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- W2911820835 doi "https://doi.org/10.1080/24754269.2019.1573410" @default.
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