Séminaire du mardi du LEO : Volatiliy During the Financial Crisis Through the Lens of High-frequency Data : A Realized GARCH Approach

Présentation de l’article “Volatiliy During the Financial Crisis Through the Lens of High-frequency Data : A Realized GARCH Approach” de BANULESCU, G.D. HANSEN et M. PHUANG ZMATEI.

Plus d’informations sur le site du LEO.