Jean Ltanwa

1 ta ish

Sony Computer Science Laboratories

1. 41922 Modeling stock market index risk using a BVAR model with <i>α</i> -stable error distributions

   Jean Ltanwa, Didier Alain Njamen Njomen, Henri Claver Jimbo

   Bob20260 iqtibos

   ABIABI:AkademIndex/openalex/2026.chapter.000417