Automated model selection in finance : general-to-specific modelling of the mean and volatility specifications
Genaro Sucarrat and Alvaro Escribano
| Year of publication: |
2012
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|---|---|
| Authors: | Sucarrat, Genaro ; Escribano, Álvaro |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 74.2012, 5, p. 716-735
|
| Subject: | Volatilität | Volatility | Theorie | Theory | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009712121