%0 Conference Paper %F Oral %T A Comparative Study on Autoregressive Models: An Application to Several Financial Assets %+ Université Clermont Auvergne [2017-2020] (UCA [2017-2020]) %+ Centre d'Études et de Recherches sur le Développement International (CERDI) %+ Clermont Recherche Management (CleRMa) %A Dury, Marie-Eliette %A Xiao, Bing %< avec comité de lecture %B 12th International Conference on Computational and Financial Econometrics (CFE 2018) %C Pisa, Italy %8 2018-12-14 %D 2018 %Z Statistics [stat] %Z Quantitative Finance [q-fin] %Z Quantitative Finance [q-fin]/General Finance [q-fin.GN]Conference papers %G English %L hal-02554210 %U https://hal.uca.fr/hal-02554210 %~ PRES_CLERMONT %~ CNRS %~ AO-ECONOMIE %~ CERDI %~ CLERMA %~ TEST3-HALCNRS