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Presentations at an Academic or Professional conference (2002)

Modélisation ARCH de la volatilité des marchés financiers

We compare the properties of two software packages E-Views and RATS for the class of models ARCH which are very important in financial econometrics. The volatility of CAC 40 and NASDAQ Indexes are studied.

INDJEHAGOPIAN, J.P. (2002). Modélisation ARCH de la volatilité des marchés financiers.