Choosing the Best Volatility Models:The Model Confidence Set Approach
| Year of publication: |
2003
|
|---|---|
| Authors: | Hansen, Peter ; Lunde, Asger ; Nason, James M. |
| Institutions: | Brown University, Department of Economics |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Number 2003-05 |
| Source: |
Persistent link: https://www.econbiz.de/10005181216