Author Details

STATISTICS AND DATA SCIENCE: NEW CHALLENGES, NEW GENERATIONS - SOL. 3 - Financial data modelling - 28th June, h. 11.15-12.30, room 007
Estimating and testing autoregressive gamma volatility models for option pricing
Abstract

GRASPA 2019 is organised with the support of "Dipartimento di Economia",Â University "G. d'Annnunzio", Chieti-Pescara