Communication Dans Un Congrès Année : 2019

The impact of oil market conditions on the sovereign CDS volatility: An artificial neural network self-exciting threshold auto-regressive (ANN-SETAR) approach

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hal-05556418 , version 1 (17-03-2026)

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  • HAL Id : hal-05556418 , version 1

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Saker Sabkha. The impact of oil market conditions on the sovereign CDS volatility: An artificial neural network self-exciting threshold auto-regressive (ANN-SETAR) approach. 10th International Research Meeting in Business and Management (IRMBAM), Jul 2019, Nice, France. ⟨hal-05556418⟩
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