Multivariate volatility forecasts for stock market indices
International Journal of Forecasting, Volume 37, Issue 2, April–June 2021, Pages 484-499
Author(s):
Department of Quantitative Economics, Maastricht University, The Netherlands
ESSEC Business School, France
EDHEC Business School, France
International Journal of Forecasting, Volume 37, Issue 2, April–June 2021, Pages 484-499
| Type: | Academic publication |
|---|---|
| Date: | le 01/04/2021 |
| Source : | International Journal of Forecasting |
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About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 10 European business schools. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.
