[R-SIG-Finance] Application of forecasting result in GARCH model

manulemalin junkmanu at free.fr
Mon Jul 16 14:26:16 CEST 2012


if you can read some french
gourieroux c, scaillet o, sfararz a " econometrie de la finance, analyses
historiques' , economica, collection ' economie et statistiques avancees',

mostly ( high level) econometrics, but with applications to the pbs you want
to solve ( capm, options, black scholes formula, smile effect...)

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