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Chapitre D'ouvrage Année : 2009

Modelling and Forecasting Volatility Dynamics Using Quadratic GARCH-Factor Models: Empirical Evidence from International Foreign Exchange Markets

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hal-00327476 , version 1 (08-10-2008)

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  • HAL Id : hal-00327476 , version 1

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Christian Lavergne, Mohamed Saidane. Modelling and Forecasting Volatility Dynamics Using Quadratic GARCH-Factor Models: Empirical Evidence from International Foreign Exchange Markets. George I. Ellison. Stock Returns: Cyclicity, Prediction and Economic Consequences, Nova Science Publishers, Inc., 2009, Financial Institutions and Services Series. ⟨hal-00327476⟩
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