Modeling stock returns with multivariate LSTGARCH models
Gilles Dufrénot
- Function: Author
- PersonId: 945438
- ORCID: 0000-0002-2106-5888
Vêlayoudom Marimoutou
- Function: Author
- PersonId: 860737
Domains
Economics and FinanceSubmission Type | Notice |
---|---|
Deposit type | Conference papers |
Title |
en
Modeling stock returns with multivariate LSTGARCH models
|
Authors |
Gilles Dufrénot
1
, Vêlayoudom Marimoutou
1
, Anne Peguin-Feissolle
1
1
GREQAM -
Groupement de Recherche en Économie Quantitative d'Aix-Marseille
( 199934 )
- Centre de la Vieille Charité, 2 rue de la Charité, 13236 Marseille cedex 02
- France
|
Science popularization |
No
|
Peer-reviewed |
Yes
|
Proceedings |
No
|
Invited |
No
|
Fulltext language |
English
|
Production date |
2001
|
Audience |
Not set
|
Conference or book title |
Eight International Conference « Forecasting Financial Markets : Advances for Exchange Rates, Interest Rates and Asset Management
|
Start conference date |
2001-05-30
|
End conference date |
2001-06-01
|
City |
Londres
|
Country |
United Kingdom
|
Domain |
|
Keywords |
de
lstgarch
|
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