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

Marie-Eliette Dury () and Bing Xiao
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Marie-Eliette Dury: UCA [2017-2020] - Université Clermont Auvergne [2017-2020], CERDI - Centre d'Études et de Recherches sur le Développement International - UCA [2017-2020] - Université Clermont Auvergne [2017-2020] - CNRS - Centre National de la Recherche Scientifique
Bing Xiao: CleRMa - Clermont Recherche Management - ESC Clermont-Ferrand - École Supérieure de Commerce (ESC) - Clermont-Ferrand - UCA [2017-2020] - Université Clermont Auvergne [2017-2020], UCA [2017-2020] - Université Clermont Auvergne [2017-2020]

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Date: 2018-12-14
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Published in 12th International Conference on Computational and Financial Econometrics (CFE 2018), Dec 2018, Pisa, Italy

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