The following pages link to Lotfi Belkacem (Q2163717):
Displaying 3 items.
- A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio (Q2163718) (← links)
- CAPM, RISK AND PORTFOLIO SELECTION IN "α-STABLE MARKETS" (Q4810240) (← links)
- Forecasting electricity spot price for Nord Pool market with a hybrid <i>k</i>‐factor GARMA–LLWNN model (Q5379284) (← links)
