Forecasting Volatility of Shanghai Gold Market: A Comparison between Student and Gaussian Distributions, extension to Stable models - Archive ouverte HAL
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
Fichier non déposé

Dates et versions

hal-01655779 , version 1 (05-12-2017)

Identifiants

  • HAL Id : hal-01655779 , version 1

Citer

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⟩
50 Consultations
0 Téléchargements

Partager

More