https://hal-paris1.archives-ouvertes.fr/hal-00318135 Contributor : Mohamad KhaledConnect in order to contact the contributor Submitted on : Wednesday, September 3, 2008 - 6:15:25 PM Last modification on : Friday, April 29, 2022 - 10:12:36 AM
Mohamad Khaled. Multivariate Volatility clustering based on a class of multivariate hidden markov models. RTN Meeting, Dec 2007, Amsterdam, Netherlands. ⟨hal-00318135⟩