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~person:"Nason, James Michael"
~subject:"Forecasting model"
~subject:"Regression analysis"
~type_genre:"Arbeitspapier"
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Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Selection; Multiple Comparison;
Data
Mining
. 4 We thank Mark Kamstra and seminar participants at the Federal Reserve Bank of …
Persistent link: https://www.econbiz.de/10001752607
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Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
-
2003
Persistent link: https://www.econbiz.de/10001831943
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