Communications dans une conférence

Inferring Volatility Dynamics and Variance Risk Premia in Efficient Bayesian Approach

Année
2016
Auteurs
FULOP Andras, LI Junye
FULOP, A. et LI, J. (2016). Inferring Volatility Dynamics and Variance Risk Premia in Efficient Bayesian Approach. Dans: 2016 Asian Meeting of the Econometric Society.