Selecting from amongst Non-nested Conditional Variance Models: Information Criteria and Portfolio Determination.
| Year of publication: |
2002
|
|---|---|
| Authors: | Brooks, Chris ; Burke, Simon P |
| Published in: |
Manchester School. - School of Economics, ISSN 1463-6786. - Vol. 70.2002, 6, p. 747-67
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| Publisher: |
School of Economics |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005161515