Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models

Applied Financial Economics

Volumn 17, Issue 2, 2007, Pages 149-171

  Degiannakis, Stavros ^a,b   Xekalaki, Evdokia ^a,c  

^a ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

^b UNIVERSITY OF CENTRAL GREECE   (Greece)

^c UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHM; FORECASTING METHOD; NUMERICAL MODEL; STATISTICAL ANALYSIS;

EID: 33845411890     PISSN: 09603107     EISSN: 14664305     Source Type: Journal    
DOI: 10.1080/09603100500461686     Document Type: Article

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