Raggi, Davide, UNIVERSITA' DI BOLOGNA Dipartimento di Scienze Economiche
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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
Contact: ies2017@unitelmasapienza.it