Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A new online method for event...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Factor analysis
2
Faktorenanalyse
2
Forecasting model
2
Heteroscedasticity
2
Heteroskedastizität
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Prognoseverfahren
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
1992-1993
1
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Algorithm
1
Algorithmus
1
CAPM
1
Capital income
1
Correlation
1
Credit risk
1
Currency
1
Devisenmarkt
1
Ereignisstudie
1
Estimation
1
Estimation theory
1
Europa
1
Europe
1
Event study
1
Foreign exchange market
1
France
1
Frankreich
1
Kapitaleinkommen
1
Korrelation
1
Kreditrisiko
1
Markov chain
1
Markov-Kette
1
Mathematical programming
1
Mathematische Optimierung
1
more ...
less ...
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Aufsatz im Buch
1
Book section
1
Language
All
English
Undetermined
10
Author
All
Saidane, Mohamed
8
Lavergne, Christian
7
Published in...
All
American journal of finance and accounting
2
The Kyoto economic review
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Computational economics
1
Journal of risk management in financial institutions
1
Stock returns : cyclicity, prediction and economic consequences
1
Source
All
ECONIS (ZBW)
6
OLC EcoSci
2
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On factorial HMMs for time series in finance
Saidane, Mohamed
;
Lavergne, Christian
- In:
The Kyoto economic review
75
(
2006
)
1
,
pp. 63-90
Persistent link: https://www.econbiz.de/10009934656
Saved in:
2
A new online method for event detection and tracking : empirical evidence from the French stock market
Saidane, Mohamed
;
Lavergne, Christian
- In:
American journal of finance and accounting
1
(
2008/09
)
1
,
pp. 20-51
Persistent link: https://www.econbiz.de/10009887798
Saved in:
3
Optimal prediction with conditionally heteroskedastic factor analysed hidden Markov models
Saidane, Mohamed
;
Lavergne, Christian
- In:
Computational economics
34
(
2009
)
4
,
pp. 323-364
Persistent link: https://www.econbiz.de/10003894935
Saved in:
4
A new online method for event detection and tracking : empirical evidence from the French stock market
Saidane, Mohamed
;
Lavergne, Christian
- In:
American journal of finance and accounting
1
(
2008/09
)
1
,
pp. 20-51
Persistent link: https://www.econbiz.de/10003773988
Saved in:
5
A structured variational learning approach for switching latent factor models
Saidane, Mohamed
;
Lavergne, Christian
- In:
Advances in statistical analysis : AStA ; a journal of …
91
(
2007
)
3
,
pp. 245-268
Persistent link: https://www.econbiz.de/10003558111
Saved in:
6
On factorial HMMs for time series in finance
Saidane, Mohamed
;
Lavergne, Christian
- In:
The Kyoto economic review
75
(
2006
)
1
,
pp. 63-90
Persistent link: https://www.econbiz.de/10003475184
Saved in:
7
Modelling and forecasting volatility dynamics using quadratic GARCH-factor models : empirical evidence from international foreign exchange markets
Saidane, Mohamed
;
Lavergne, Christian
- In:
Stock returns : cyclicity, prediction and economic …
,
(pp. 231-267)
.
2009
Persistent link: https://www.econbiz.de/10003945037
Saved in:
8
A generalised latent Poisson factor modelling approach for default correlations in credit portfolios
Saidane, Mohamed
- In:
Journal of risk management in financial institutions
17
(
2023
)
1
,
pp. 89-105
Persistent link: https://www.econbiz.de/10014489156
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
