Skip to Main content Skip to Navigation
Conference papers

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

Aymeric Thibault 1 Pascal Bondon 1
1 L2S - Laboratoire des signaux et systèmes
Document type :
Conference papers
Complete list of metadatas
https://hal-centralesupelec.archives-ouvertes.fr/hal-01578470
Contributor : Pascal Bondon <>
Submitted on : Tuesday, August 29, 2017 - 11:44:31 AM
Last modification on : Wednesday, September 16, 2020 - 4:46:34 PM

Identifiers

  • HAL Id : hal-01578470, version 1

Collections

CENTRALESUPELEC | CNRS | L2S | SUP_LSS | SUP_SIGNAUX | UNIV-PARIS-SACLAY

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⟩

Export

BibTeX TEI DC DCterms EndNote

Share

Metrics

Record views

177