@inproceedings{dury:hal-02554210, TITLE = {{A Comparative Study on Autoregressive Models: An Application to Several Financial Assets}}, AUTHOR = {Dury, Marie-Eliette and Xiao, Bing}, URL = {https://hal.uca.fr/hal-02554210}, BOOKTITLE = {{12th International Conference on Computational and Financial Econometrics (CFE 2018)}}, ADDRESS = {Pisa, Italy}, YEAR = {2018}, MONTH = Dec, HAL_ID = {hal-02554210}, HAL_VERSION = {v1}, }