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