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Garch Models: Structure, Statistical Inference and Financial Applications : Francq, Christian, Zakoian, Jean-Michel: Amazon.fr: Livres
LOCAL ASYMPTOTIC NORMALITY OF GENERAL CONDITIONALLY HETEROSKEDASTIC AND SCORE-DRIVEN TIME-SERIES MODELS
Society for Financial Econometrics 2018 - Jean-Michel Zakoian, CREST, Paris Jean-Michel Zakoian is director of the Finance-Insurance laboratory at CREST and professor of applied mathematics at Lille University and ENSAE. He is
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Jean-Michel ZAKOÏAN | ENSAE Paris - École d'ingénieurs pour l'économie, la data science, la finance et l'actuariat
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