Chaker, Selma
VIAF ID: 305358835 ( Personal )
Permalink: http://viaf.org/viaf/305358835
Preferred Forms
Works
Title | Sources |
---|---|
A distributional approach to realized volatility | |
Mesure et Prévision de la Volatilité pour les Actifs Liquides. | |
Volatility and liquidity costs, 2013. | |
Volatility forecasting when the noise variance is time-varying |