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