Automated Model Selection in Finance: General‐to‐Specific Modelling of the Mean and Volatility Specifications*
| Year of publication: |
2012
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|---|---|
| Authors: | Sucarrat, Genaro ; Escribano, Alvaro |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 2151595. - Vol. 74.2012, 5, p. 716-736
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