Modelling Volatility Dynamics and Comovements in Financial Markets within a Mixed-State Factor Analysis Framework - Archive ouverte HAL
Communication Dans Un Congrès Année : 2006

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

Domaines

Mathématiques [math] Statistiques [stat]

Mohamed Saidane  : Connectez-vous pour contacter le contributeur

https://hal.science/hal-04098216

Soumis le : lundi 15 mai 2023-20:09:13

Dernière modification le : lundi 22 avril 2024-14:16:12

Fichier non déposé

Dates et versions

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

Identifiants

  • HAL Id : hal-04098216 , version 1

Citer

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⟩

Exporter

BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite

Collections

CNRS I3M_UMR5149 IMAG-MONTPELLIER UNIV-MONTPELLIER
22 Consultations
0 Téléchargements

Partager

More