Consistent Preordering with an Estimated Criterion Function, with an Application to the Evaluation and Comparison of Volatility Models
| Year of publication: |
2003
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| Authors: | Hansen, Peter ; Lunde, Asger |
| Institutions: | Brown University, Department of Economics |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Number 2003-01 |
| Source: |
Persistent link: https://www.econbiz.de/10005181213