Rahantamialisoa Hasinavonizaka

Rahantamialisoa Hasinavonizaka

Université Paris I Panthéon-Sorbonne - Paris / France
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5281065
Paris 1 Panthéon-Sorbonne University
person_outline Rahantamialisoa Hasinavonizaka's MOST POPULAR ARTICLES
1-) Option valuation with IG-GARCH model and a U-shaped pricing kernel Soft computing 24 (12), 8505-8522, 2020
2-) Discriminating between GARCH models for option pricing by their ability to compute accurate VIX measures Journal of Financial Econometrics 20 (5), 902-941, 2022
3-) A new two-step estimation strategy for non-Gaussian GARCH models https://www.researchgate.net/publication/328881080_A_new_two …, 0
4-) Integration of VIX information in GARCH option pricing modelsFZ Rahantamialisoa HasinavonizakaUniversità Ca\\\'Foscari Venezia, 20182018