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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 BANULESCU-RADU

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  • Laurent FERRARA
  • Clément MARSILLI

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  • Denisa BANULESCU-RADU & Laurent FERRARA & Clément MARSILLI, 2019. "Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences," LEO Working Papers / DR LEO 2710, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    • Handle: RePEc:leo:wpaper:2710
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    Keywords

    ; Volatilité; Prévision; Mélange de fréquences;

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