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Communications dans une conférence (2014), UT/Princeton Tripartite Workshop on Financial Econometrics

Inferring Volatility Dynamics and Variance Risk Premia: An Efficient Bayesian Approach

LI Junye, FULOP Andras

LI, J. and FULOP, A. (2014). Inferring Volatility Dynamics and Variance Risk Premia: An Efficient Bayesian Approach. In: UT/Princeton Tripartite Workshop on Financial Econometrics.