Forecasting Intraday Risk Measures using Multiplicative Component GARCH Model and Multimodal Distributions

Liste complète des métadonnées

https://hal-centralesupelec.archives-ouvertes.fr/hal-01578470
Contributor : Pascal Bondon <>
Submitted on : Tuesday, August 29, 2017 - 11:44:31 AM
Last modification on : Tuesday, October 2, 2018 - 3:14:03 PM

Identifiers

  • HAL Id : hal-01578470, version 1

Citation

Aymeric Thibault, Pascal Bondon. Forecasting Intraday Risk Measures using Multiplicative Component GARCH Model and Multimodal Distributions. International Work-Conference on Time Series, Sep 2017, Granada, Spain. pp.249-253. 〈hal-01578470〉

Share

Metrics

Record views

153