Forecasting Intraday Risk Measures using Multiplicative Component GARCH Model and Multimodal Distributions - Archive ouverte HAL Access content directly
Conference Papers Year :

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

Not file

Dates and versions

hal-01578470 , version 1 (29-08-2017)

Identifiers

  • HAL Id : hal-01578470 , version 1

Cite

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⟩
70 View
0 Download

Share

Gmail Facebook Twitter LinkedIn More