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 metadata
https://hal-centralesupelec.archives-ouvertes.fr/hal-01578470
Contributor : Pascal Bondon Connect 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

Identifiers

  • HAL Id : hal-01578470, version 1

Collections

CNRS | SUP_LSS | SUP_SIGNAUX | CENTRALESUPELEC | UNIV-PARIS-SACLAY | GS-ENGINEERING | GS-COMPUTER-SCIENCE

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 Datacite

Share

Metrics

Record views

68