Phénoménologie des marchés financiers : anomalies statistiques à toutes les échelles de temps

Phénoménologie des marchés financiers : anomalies statistiques à toutes les échelles de temps :

  • Modèles descriptifs
  • Volatilité Rugueuse
  • Observations récentes et nouveaux outils statistiques
  • Modèles de Hawkes et QHawkes.


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