https://hal.uca.fr/hal-02554210 Contributor : bing xiaoConnect 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
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⟩