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~institution:"Brown University / Department of Economics"
~subject:"Volatilität"
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Consistent preordering with an estimated criterion function, with an application to the evaluation and comparison of volatility models
Hansen, Peter Reinhard
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752573
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Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
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contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752607
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