Selecting From Amongst Non-Nested Conditional Variance Models: Information Criteria and Portfolio Determination
| Year of publication: |
2002
|
|---|---|
| Authors: | Brooks, C. ; Burke, S.P. |
| Published in: |
The Manchester School. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0025-2034, ZDB-ID 14189203. - Vol. 70.2002, 6, p. 747-767
|