A Comparison of the Standardized Prediction Error Criterion with Other ARCH Model Selection Criteria
Year of publication: |
2016
|
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Authors: | Xekalaki, Evdokia |
Other Persons: | Degiannakis, Stavros Antonios (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (14 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2004 erstellt |
Other identifiers: | 10.2139/ssrn.2804961 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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