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Communication Dans Un Congrès Année : 2006

Modelling Volatility Dynamics and Comovements in Financial Markets within a Mixed-State Factor Analysis Framework

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hal-04098216 , version 1 (15-05-2023)

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  • HAL Id : hal-04098216 , version 1

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Mohamed Saidane, Christian Lavergne. Modelling Volatility Dynamics and Comovements in Financial Markets within a Mixed-State Factor Analysis Framework. FORECASTING FINANCIAL MARKETS: ADVANCES FOR EXCHANGE RATES, INTEREST RATES AND ASSET MANAGEMENT, May 2006, Aix-en-Provence, France. ⟨hal-04098216⟩
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