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Conference papers Year : 2001

Modeling stock returns with multivariate LSTGARCH models

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halshs-00403720, version 1 (13-07-2009)

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  • HAL Id : halshs-00403720 , version 1

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Gilles Dufrénot, Vêlayoudom Marimoutou, Anne Peguin-Feissolle. Modeling stock returns with multivariate LSTGARCH models. Eight International Conference « Forecasting Financial Markets : Advances for Exchange Rates, Interest Rates and Asset Management, May 2001, Londres, United Kingdom. ⟨halshs-00403720⟩
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Last update date on 5/12/24
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