Forecasting Volatility of Oil using the ARCH Family Models: A Comparison between the Student Distribution and the Gaussian Distribution

Joëlle Randriamiarana () and Bing Xiao
Additional contact information
Joëlle Randriamiarana: CleRMa - Clermont Recherche Management - ESC Clermont-Ferrand - École Supérieure de Commerce (ESC) - Clermont-Ferrand - UCA [2017-2020] - Université Clermont Auvergne [2017-2020]
Bing Xiao: CleRMa - Clermont Recherche Management - ESC Clermont-Ferrand - École Supérieure de Commerce (ESC) - Clermont-Ferrand - UCA [2017-2020] - Université Clermont Auvergne [2017-2020]

Post-Print from HAL

Date: 2017-11
References: Add references at CitEc
Citations:

Published in The 1st International Conference on Energy, Finance, and Macroeconomy (ICEFM), Nov 2017, Montpellier, France

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01655766

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().