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

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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 : Friday, November 19, 2021 - 11:56:03 AM

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  • HAL Id : hal-02554210, version 1

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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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