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Displaying 2 results.
    • Journal article
    Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
    Hafner, Christian Herwartz, Helmut (2001) Journal of Empirical Finance — Vol. 8, no. 1, p. 1-34 (March 2001)
    • Journal article
    Testing for linear autoregressive dynamics under heteroskedasticity
    Hafner, Christian Herwartz, Helmut (2000) The Econometrics Journal — Vol. 3, no. 1, p. 177-197 (December 2000)