Volatility forecasting in financial markets through Diffusive Garch approaches 18 October 2007 18 October 2007 See the slides Tag: Newton-Cotes, risk books, Marcello Minenna, Savoy cabbage, Alpha, probability measure, Boie, structured products, Carr-Madan, quantitative finance, Text translated automatically, volatility, 11972, probabilistic scenario, garch, mutual fund
