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Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences
Laurent FERRARA
,
Clément Marsilli
,
Denisa Banulescu-Radu
In: Amélie Charles, Olivier Darné et Laurent Ferrara Eds, 2020, Méthodes de Prévision en Finance, : Economica
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