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Noncausal AR processes driven by causal GARCH volatility

abril 13, 12:45 pm - 2:00 pm

Jean-Michel Zakoian

(CREST and U. Lille)

 

«Noncausal AR processes driven by causal GARCH volatility»

Room 15.1.39

Detalles

Organizador

  • Jean-Michel Zakoian (CREST-U.Lille)

Local

  • 15.1.39