Séries financières et modèles de mélange GARCH périodiques
| dc.contributor.author | Rahim, Samira épse. Chaanane | |
| dc.date.accessioned | 2015-10-04T09:58:12Z | |
| dc.date.available | 2015-10-04T09:58:12Z | |
| dc.date.issued | 2011 | |
| dc.description | 118 p. : ill. ; 30 cm. (+ CD-Rom) | fr_FR |
| dc.identifier.uri | http://hdl.handle.net/123456789/3523 | |
| dc.language.iso | fr | fr_FR |
| dc.subject | Séries chronologiques | fr_FR |
| dc.subject | ARCH, Modèles | fr_FR |
| dc.subject | Algorithmes EM | fr_FR |
| dc.subject | Volatilité (finances) | fr_FR |
| dc.title | Séries financières et modèles de mélange GARCH périodiques | fr_FR |
| dc.type | Thesis | fr_FR |
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