https://hal-centralesupelec.archives-ouvertes.fr/hal-01578470 Contributor : Pascal BondonConnect in order to contact the contributor Submitted on : Tuesday, August 29, 2017 - 11:44:31 AM Last modification on : Sunday, June 26, 2022 - 2:26:40 AM
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⟩