NDLTD Global ETD Search
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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Spelling suggestions: "subject:"volatilité multivariable"" "subject:"volatilités multivariable""

1

Common factors in stochastic volatility of asset returns and new developments of the generalized method of moments

Dovonon, Prosper January 2007 (has links)
Thèse numérisée par la Direction des bibliothèques de l'Université de Montréal.
Modèle à facteurs
Volatilité multivariée
Asymétrie
GMM
Sous-identification du premier ordre
Bootstrap
Volatilité réalisée
Expansions d'Edgeworth
Vraisemblance empirique
Mispécification

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