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~person:"Goldman, Elena"
~subject:"Forecasting model"
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Forecasting model
Markov Chain Monte Carlo algorithms
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model selection
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Goldman, Elena
Hendry, David F.
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Regimes and long memory in realized volatility
Goldman, Elena
;
Nam, Jouahn
;
Tsurumi, Hiroki
;
Jun, Wang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 521-549
Persistent link: https://www.econbiz.de/10010228559
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