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~isPartOf:"Econometrics : open access journal"
~person:"Chuffart, Thomas"
~subject:"error correction model"
~subject:"model selection"
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Selection criteria in regime switching conditional volatility models
Chuffart, Thomas
- In:
Econometrics : open access journal
3
(
2015
)
2
,
pp. 289-316
A large number of nonlinear conditional heteroskedastic models have been proposed in the literature.
Model
selection
is …
Persistent link: https://www.econbiz.de/10011297653
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