41922 Modeling stock market index risk using a BVAR model with <i>α</i> -stable error distributions
Jean LtanwaSakura Research Inc. , 4-10-9 Soubudai , , Zama , JapanDidier Alain Njamen NjomenDepartment of Mathematics and Computer Science, Faculty of Science , University of Maroua , P. O. Box 814 , Maroua , CameroonHenri Claver JimboSakura Research Inc. , 4-10-9 Soubudai , , Zama , Japan
2026
ABI
Abstract
No abstract available.
Identifiers
Citations and references
Cited by 011 references