Chocs exogènes et non linéarités dans les séries boursières: Application à la modélisation non paramétrique du cours de l'action Orange

This paper aims to analyze the cyclical behavior of stock exchange Orange prices from 01/03/2000 to 02/02/2017 by the research of nonlinearities through a class of heteroscedastic non parametric models. The identification of non parametric models requires the selection of the Markov coefficients and the choice of bandwidth, which determines the degree of estimator’s smoothing.

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Year of publication:	2017
Authors:	CHIKHI, Mohamed

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Type of publication:	Book / Working Paper
Language:	English ; French
Notes:	CHIKHI, Mohamed (2017): Chocs exogènes et non linéarités dans les séries boursières: Application à la modélisation non paramétrique du cours de l'action Orange.
Classification:	C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; c58 ; G17 - Financial Forecasting
Source:	BASE

Persistent link: https://www.econbiz.de/10015254837