Parsimonious principle of GARCH models: a Monte‐Carlo approach
Year of publication: |
2006
|
---|---|
Authors: | Wu, Jing |
Published in: |
The Journal of Risk Finance. - Emerald Group Publishing Limited, ISSN 2331-2947, ZDB-ID 2048922-5. - Vol. 7.2006, 5, p. 544-558
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Monte Carlo simulation | Research methods | Financial data processing |
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