Choosing the Best Volatility Models: The Model Confidence Set Approach
| Year of publication: |
2003
|
|---|---|
| Authors: | Hansen, Peter Reinhard ; Lunde, Asger ; Nason, James M. |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 2151595. - Vol. 65.2003, SUPPL, p. 839-862
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