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~language:"eng"
~person:"Brock, William A."
~person:"Lunde, Asger"
~subject:"United States"
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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 Michael
-
2003
Persistent link: https://www.econbiz.de/10001831943
Saved in:
3
Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752607
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