Direct/indirect model evaluation, In-sample comparisons, Model selection, testing conditional, volatility models
dx.doi.org/10.1002/9781118272039.ch8, hdl.handle.net/1765/82007
Erasmus University Rotterdam

Caporin, M, & McAleer, M.J. (2012). Model Selection and Testing of Conditional and Stochastic Volatility Models. doi:10.1002/9781118272039.ch8