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Sébastien Laurent

3 published titles

Estimating and forecasting ARCH models using G@RCH 4.2.

1 edition

  • ISBN: 0955212723
  • Timberlake Consultants Ltd
  • 2006
  • Details

Estimating and forecasting ARCH models using G@RCH 5

1 edition

  • ISBN: 9780955707605
  • Timberlake Consultants Ltd.
  • 2006
  • Details

Handbook of volatility models and their applications

(Contributor)

1 edition

  • ISBN: 9780470872512
  • Wiley
  • 2012
  • Details

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