FrançaisEnglish

Érudit | Dépôt de documents >

Browsing by Author « Violente, Francesco »

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  

Sort by: Order:

Results per page

Showing results 1 to 2 of 2
On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models
Laurent, Sébastien; Rombouts, Jeroen; Violente, Francesco
Issue Date : 2009-11

The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options
Rombouts, Jeroen; Stentoft, Lars Peter; Violente, Francesco
Issue Date : 2012-02

Showing results 1 to 2 of 2

 

About Érudit | Subscriptions | RSS | Terms of Use | Contact us |

Consortium Érudit ©  2016