Model Selection and Testing of Conditional and Stochastic Volatility Models

Additional Metadata
Keywords	Direct/indirect model evaluation, In-sample comparisons, Model selection, testing conditional, volatility models
Persistent URL	dx.doi.org/10.1002/9781118272039.ch8, hdl.handle.net/1765/82007
Organisation	Erasmus University Rotterdam
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Caporin, M, & McAleer, M.J. (2012). Model Selection and Testing of Conditional and Stochastic Volatility Models. doi:10.1002/9781118272039.ch8

Publication