GARCH Models: Structure, Statistical Inference and Financial Applications

Bootstrapping Stationary ARMA-GARCH Models

A Comparison of GARCH Option Pricing Models: An empirical comparison of GARCH option pricing models using Bayesian inference and implied calibration

Modélisation et prévision de la volatilité du pétrole brut: Performances des modèles de type GARCH

Structural Modeling and Analysis