Message-ID: <1342441576512-4636640.post@n4.nabble.com>
Date: 2012-07-16T12:26:16Z
From: manulemalin
Subject: Application of forecasting result in GARCH model
In-Reply-To: <1342404306802-4636603.post@n4.nabble.com>
hi
if you can read some french
gourieroux c, scaillet o, sfararz a " econometrie de la finance, analyses
historiques' , economica, collection ' economie et statistiques avancees',
1997
mostly ( high level) econometrics, but with applications to the pbs you want
to solve ( capm, options, black scholes formula, smile effect...)
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