Biblio

2 resultats trouvés
Filtres: Auteur est Serge Darolles  [Clear All Filters]
2018
Asymptotics of Cholesky GARCH models and time-varying conditional betasJournal articleSerge Darolles, Christian Francq et Sébastien Laurent, Journal of Econometrics, Volume 204, Issue 2, pp. 223-247, 2018
2016
Introduction to the special issue on recent developments in Financial EconometricsJournal articleSerge Darolles, Christian Gourieroux et Sébastien Laurent, Annals of Economics and Statistics, Issue 123-124, pp. 7-8, 2016