Book of Donmon Teith

The distribution of the financial return series is unsuitable for normal distribution. The distribution of financial series is heavier than the normal distribut

The importance of experimental economics and econometric methods increases with each passing day as data quality and software performance develops. New economet

A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communication

Cette thèse considère des modèles de volatilité où la distribution conditionnelle des données est un cas particulier de la loi "Generalized Hyperbolic" de

The basic univariate stochastic volatility model specifies that conditional volatility follows a log-normal auto-regressive model with innovations assumed to be