Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models
| Year of publication: |
2007
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|---|---|
| Authors: | Degiannakis, Stavros ; Xekalaki, Evdokia |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 17.2007, 1-3, p. 149-172
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