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~isPartOf:"Oxford bulletin of economics and statistics"
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Oxford bulletin of economics and statistics
Economics Series Working Papers / Department of Economics, Oxford University
69
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Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
suppl
,
pp. 839-861
Persistent link: https://www.econbiz.de/10001860213
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2
Choosing the Best Volatility Models: The Model Confidence Set Approach
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James M.
- In:
Oxford bulletin of economics and statistics
65
(
2003
),
pp. 839-862
Persistent link: https://www.econbiz.de/10006431521
Saved in:
3
The ACR model : a multivariate dynamic mixture autoregression
Bec, Frédérique
;
Rahbek, Anders
;
Shephard, Neil G.
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
5
,
pp. 583-618
Persistent link: https://www.econbiz.de/10003759114
Saved in:
4
The ACR Model: A Multivariate Dynamic Mixture Autoregression
Bec, Frédérique
;
Rahbek, Anders
;
Shephard, Neil
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
5
,
pp. 583-618
Persistent link: https://www.econbiz.de/10008103830
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