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research
Évaluation des performances de couverture d'un GARCH multivarié à corrélations conditionnelles dynamiques de type Engle (2002)
Authors
François-Alexis Ouegnin
Publication date
1 April 2005
Publisher
Abstract
Rapport de rechercheNuméro de référence interne originel : a1.1 g 98
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Dépôt Institutionnel Numérique
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oai:papyrus.bib.umontreal.ca:1...
Last time updated on 12/11/2016
Université de Montréal
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oai:papyrus.bib.umontreal.ca:1...
Last time updated on 13/03/2018
