Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models
Stavros Degiannakis and Evdokia Xekalaki
| Year of publication: |
2007
|
|---|---|
| Authors: | Degiannakis, Stavros ; Xekalaki, Evdokia |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 17.2007, 1/3, p. 149-171
|
| Subject: | ARCH-Modell | ARCH model | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | USA | United States | 1993-2000 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003427036