Consistent ranking of volatility models

Peter Reinhard Hansen, Asger Lunde

Year of publication:	2006
Authors:	Hansen, Peter Reinhard ; Lunde, Asger
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 131.2006, 1/2, p. 97-121
Subject:	Volatilität \| Volatility \| Prognoseverfahren \| Forecasting model \| Vergleich \| Comparison \| ARCH-Modell \| ARCH model \| Theorie \| Theory \| Ranking-Verfahren \| Ranking method

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