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Conference Papers Year : 2007

Multivariate Volatility clustering based on a class of multivariate hidden markov models

Mohamad Khaled
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hal-00318135 , version 1 (03-09-2008)

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  • HAL Id : hal-00318135 , version 1

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Mohamad Khaled. Multivariate Volatility clustering based on a class of multivariate hidden markov models. RTN Meeting, Dec 2007, Amsterdam, Netherlands. ⟨hal-00318135⟩
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