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Investigating volatility transmission across international equity markets using multivariate fractional models.

Foued SaâdaouiImen Ghadhab
Published in: Int. Trans. Oper. Res. (2023)
Keyphrases
  • stock market
  • historical data
  • artificial intelligence
  • three dimensional
  • computer science
  • probabilistic model
  • parameter estimation
  • statistical models
  • data transmission
  • market participants