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Noncausal AR processes driven by causal GARCH volatility

April 13, 12:45 am - 2:00 pm

Jean-Michel Zakoian

(CREST and U.Lille)

 

“Noncausal AR processes driven by causal GARCH volatility”

 

Room 15.1.39

Details

Organiser

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

Venue

  • 15.1.39