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Professor Vincent Vargas, Ph.D.

Address Université de Genève
Section de Mathématiques
24, rue du Général Dufour
1211 Genf 4
Schweiz

Projects

As Cooperation Partner
- Current projects
  - High-dimensional multivariate multifractal (HD-MMF) volatility models: regularized estimation, forecasting and risk management applications with realistically large portfolios of assets (Research Grants)

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