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Communication Dans Un Congrès Année : 2017

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

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hal-01655766 , version 1 (05-12-2017)

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  • HAL Id : hal-01655766 , version 1

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Joëlle Randriamiarana, Bing Xiao. Forecasting Volatility of Oil using the ARCH Family Models: A Comparison between the Student Distribution and the Gaussian Distribution. The 1st International Conference on Energy, Finance, and Macroeconomy (ICEFM), Nov 2017, Montpellier, France. ⟨hal-01655766⟩
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