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~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Nielsen, Morten Ørregaard"
~person:"Sucarrat, Genaro"
~subject:"Time series analysis"
~subject:"Volatility"
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Nielsen, Morten Ørregaard
Sucarrat, Genaro
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Automated model selection in finance : general-to-specific modelling of the mean and volatility specifications
Sucarrat, Genaro
;
Escribano, Álvaro
- In:
Oxford bulletin of economics and statistics
74
(
2012
)
5
,
pp. 716-735
Persistent link: https://www.econbiz.de/10009712121
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