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A Comparative Study on Autoregressive Models: An Application to Several Financial Assets

Marie-Eliette Dury 1, 2 Bing Xiao 3, 1 
1 UCA [2017-2020] - Université Clermont Auvergne [2017-2020]
2 CERDI - Centre d'Études et de Recherches sur le Développement International
3 CleRMa - Clermont Recherche Management
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Conference papers
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https://hal.uca.fr/hal-02554210
Contributor : bing xiao Connect in order to contact the contributor
Submitted on : Saturday, April 25, 2020 - 10:59:34 AM
Last modification on : Wednesday, January 19, 2022 - 12:47:34 PM

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  • HAL Id : hal-02554210, version 1

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PRES_CLERMONT | CNRS | CERDI | CLERMA

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Marie-Eliette Dury, Bing Xiao. A Comparative Study on Autoregressive Models: An Application to Several Financial Assets. 12th International Conference on Computational and Financial Econometrics (CFE 2018), Dec 2018, Pisa, Italy. ⟨hal-02554210⟩

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