Browsing Chaires d'entreprise by Author "Regnard, Nazim"

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A Conditionally Heteroskedastic Model with Time-varying Coefficients for Daily Gas Spot Prices

Zakoïan, Jean-Michel; Regnard, Nazim (2011) Article accepté pour publication ou publié
GARCH (1,1) Models with Exogenously-Driven Volatility: Structure and Estimation

Zakoïan, Jean-Michel; Regnard, Nazim (2008) Document de travail / Working paper