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

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Statistics [stat] Quantitative Finance [q-fin] Quantitative Finance [q-fin] General Finance [q-fin.GN]

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Submitted on : Saturday, April 25, 2020-10:59:34 AM

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hal-02554210 , version 1 (25-04-2020)

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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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