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

[manulemalin]

hi

if you can read some french
gourieroux c, scaillet o, sfararz a " econometrie de la finance, analyses
historiques' , economica, collection ' economie et statistiques avancees',
1997

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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