Référence
Neil Shephard (University of Oxford), « Multivariate High-Frequency-Based Volatility (HEAVY) Models », Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, 19–21 mai 2011.
Voir aussi
Publié dans
Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, 19–21 mai 2011