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Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences

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  • Denisa Georgiana Banulescu

    (LEO - Laboratoire d'économie d'Orleans [2008-2011] - UO - Université d'Orléans - CNRS - Centre National de la Recherche Scientifique)

  • Ferrara Laurent
  • Marsilli Clément

Abstract

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Suggested Citation

  • Denisa Georgiana Banulescu & Ferrara Laurent & Marsilli Clément, 2019. "Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences," Working Papers hal-03563168, HAL.
    • Handle: RePEc:hal:wpaper:hal-03563168
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