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Communications dans une conférence (2015), 2015 China International Conference in Finance

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

LI Junye, FULOP Andras

LI, J. and FULOP, A. (2015). Inferring Volatility Dynamics and Variance Risk Premia: An Efficient Bayesian Approach. In: 2015 China International Conference in Finance.