Essec\Faculty\Model\Contribution {#2233
  #_index: "academ_contributions"
  #_id: "6703"
  #_source: array:26 [
    "id" => "6703"
    "slug" => "modelisation-arch-de-la-volatilite-des-marches-financiers"
    "yearMonth" => "2002-03"
    "year" => "2002"
    "title" => "Modélisation ARCH de la volatilité des marchés financiers"
    "description" => "INDJEHAGOPIAN, J.P. (2002). Modélisation ARCH de la volatilité des marchés financiers."
    "authors" => array:1 [
      0 => array:3 [
        "name" => "INDJEHAGOPIAN Jean-Pierre"
        "bid" => "B00000258"
        "slug" => "indjehagopian-jean-pierre"
      ]
    ]
    "ouvrage" => ""
    "keywords" => []
    "updatedAt" => "2021-04-19 17:57:25"
    "publicationUrl" => null
    "publicationInfo" => array:3 [
      "pages" => null
      "volume" => null
      "number" => null
    ]
    "type" => array:2 [
      "fr" => "Communications dans une conférence"
      "en" => "Presentations at an Academic or Professional conference"
    ]
    "support_type" => array:2 [
      "fr" => null
      "en" => null
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "On examine les spécifications ARCH disponibles sur les deux logiciels E-Views et RATS à partir de deux indices boursiers : le CAC 40 et le NASDAQ 100."
      "en" => "We compare the properties of two software packages E-Views and RATS for the class of models ARCH which are very important in financial econometrics. The volatility of CAC 40 and NASDAQ Indexes are studied."
    ]
    "authors_fields" => array:2 [
      "fr" => "Systèmes d'Information, Data Analytics et Opérations"
      "en" => "Information Systems, Data Analytics and Operations"
    ]
    "indexedAt" => "2024-12-03T17:21:44.000Z"
    "docTitle" => "Modélisation ARCH de la volatilité des marchés financiers"
    "docSurtitle" => "Communications dans une conférence"
    "authorNames" => "<a href="/cv/indjehagopian-jean-pierre">INDJEHAGOPIAN Jean-Pierre</a>"
    "docDescription" => "<span class="document-property-authors">INDJEHAGOPIAN Jean-Pierre</span><br><span class="document-property-authors_fields">Systèmes d'Information, Data Analytics et Opérations</span> | <span class="document-property-year">2002</span>"
    "keywordList" => ""
    "docPreview" => "<b>Modélisation ARCH de la volatilité des marchés financiers</b><br><span>2002-03 | Communications dans une conférence </span>"
    "docType" => "research"
    "publicationLink" => "<a href="#" target="_blank">Modélisation ARCH de la volatilité des marchés financiers</a>"
  ]
  +lang: "fr"
  +"_type": "_doc"
  +"_score": 9.208137
  +"parent": null
}