Selecting from amongst non-nested conditional variance models : information criteria and portfolio determination
by Chris Brooks and Simon P. Burke
| Year of publication: |
2002
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|---|---|
| Authors: | Brooks, Chris ; Burke, Simon P. |
| Published in: |
The Manchester School. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0025-2034, ZDB-ID 1418920-3. - Vol. 70.2002, 6, p. 747-767
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| Subject: | ARCH-Modell | ARCH model | Theorie | Theory | Heteroskedastizität | Heteroscedasticity |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The Manchester School |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001720409