IES 2019

Raggi, Davide, UNIVERSITA' DI BOLOGNA Dipartimento di Scienze Economiche

• 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