2012-03-27
Model Selection and Testing of Conditional and Stochastic Volatility Models
Publication
Publication
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doi.org/10.1002/9781118272039.ch8, hdl.handle.net/1765/82007 | |
Organisation | Erasmus University Rotterdam |
Caporin, M., & McAleer, M. (2012). Model Selection and Testing of Conditional and Stochastic Volatility Models. doi:10.1002/9781118272039.ch8 |