Treballs de Barcelona School of Economics

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Accés Obert
Deep vector autoregression for macroeconomic data
(2021-07-20) Agustí, Marc; Altmeyer, Patrick; Vidal-Quadras, Ignacio
Accés Obert
Option pricing in the Heston stochastic volatility model: an empirical evaluation
(2018) Altmeyer, Patrick; Grapendal, Jacob Daniel; Pravosud, Makar; Quintana, Gand Derry