Prosper Dovonon
Original record- Institution
- Université de Montréal
- Year
- 2007
- Country
- Canada
- MGP identifier
- 267526
Dissertation: Common factors in stochastic volatility of asset returns and new developments of the generalized method of moments
Mathematics Subject Classification: 62—Statistics
Advisors 2
- Éric Michel RenaultUniversité Paris IX - Dauphine · 1983
- Sílvia GonçalvesUniversity of California, San Diego · 2000
Students 0
No students recorded in this snapshot.