Jumps et modèles de type GARCH (Chapitre 3)

Sébastien Laurent and Christelle Lecourt

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Date: 2020-09
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Published in Charles A.; Darné O.; Ferrara L. Méthodes de prévisions en finance, Economica, pp.53-68, 2020, 978-2-7178-7098-5

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