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Communication Dans Un Congrès Année : 2012

Bivariate adaptive fuzzy-GARCH model applied to forecasting the dynamic conditional correlation of financial stocks using particle swarm optimization

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hal-02938876 , version 1 (15-09-2020)

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  • HAL Id : hal-02938876 , version 1

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Alfred Mbairadjim Moussa, Jules Sadefo-Kamdem, Michel Terraza. Bivariate adaptive fuzzy-GARCH model applied to forecasting the dynamic conditional correlation of financial stocks using particle swarm optimization. International Conference of Forecasting Financial Markets: advances for exchange rates, interest rates and asset management (FFM 2012), An International Conference on Quantitative Finance, May 2012, Marseille, France. ⟨hal-02938876⟩
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