Choosing the best volatility models : the model confidence set approach

Peter Reinhard Hansen, Asger Lunde, and James M. Nason

Year of publication:	2003
Authors:	Hansen, Peter Reinhard ; Lunde, Asger ; Nason, James Michael
Publisher:	Atlanta
Subject:	Prognoseverfahren \| Forecasting model \| Volatilität \| Volatility \| ARCH-Modell \| ARCH model \| Aktienmarkt \| Stock market \| Theorie \| Theory \| USA \| United States \| Data Mining \| Data mining

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