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Communication Dans Un Congrès Année : 2017

Forecasting Volatility of Shanghai Gold Market: A Comparison between Student and Gaussian Distributions, extension to Stable models

Marie-Eliette Dury
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hal-01655779 , version 1 (05-12-2017)

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  • HAL Id : hal-01655779 , version 1

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Bing Xiao, Marie-Eliette Dury. Forecasting Volatility of Shanghai Gold Market: A Comparison between Student and Gaussian Distributions, extension to Stable models. 11th International Conference on the Chinese Economy, Oct 2017, Clermont-Ferrand, France. ⟨hal-01655779⟩
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