Consistent preordering with an estimated criterion function, with an application to the evaluation and comparison of volatility models
Peter Reinhard Hansen ...
| Year of publication: |
Jan. 2003 ; [Elektronische Ressource]
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|---|---|
| Other Persons: | Hansen, Peter Reinhard (contributor) ; Lunde, Asger (contributor) |
| Institutions: | Brown University / Department of Economics (contributor) |
| Publisher: |
Providence, RI : Brown Univ., Dep. of Economics |
| Subject: | Statistischer Test | Statistical test | Volatilität | Volatility | Theorie | Theory | Heteroskedastizität | Heteroscedasticity |
freely available