Analyse de comportement cyclique des flux de trésorerie

Kamel  Rezig; Omar Rezazi

doi:10.34118/djei.v7i3.514

Kamel Rezig Université de Blida 2
Omar Rezazi Université de Blida 2

DOI: https://doi.org/10.34118/djei.v7i3.514

الكلمات المفتاحية: ARMA, GARCH, Flows, Cash, Cyclical shocks

الملخص

Les flux de trésorerie présentent des propriétés statistiques et chronologiques particulières, que l'on ne retrouve pas sur les autres marchés financiers. Cet article vise à traiter et analyser les chocs informationnels cycliques des flux de trésorerie a travers la recherche de l’hétéroscédasticité conditionnelle sur la base d'une classe de modèles ARMA avec erreur GARCH qui donne des informations utiles sur la nature et l’amplitude des différents chocs informationnels.

التنزيلات

بيانات التنزيل غير متوفرة بعد.

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, GARCH, , Cash, Cyclical shocks