Selecting From Amongst Non–Nested Conditional Variance...

Selecting From Amongst Non–Nested Conditional Variance Models: Information Criteria and Portfolio Determination

Chris Brooks, Simon P. Burke
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Volume:
70
Year:
2002
Language:
english
Pages:
21
DOI:
10.1111/1467-9957.00323
File:
PDF, 190 KB
english, 2002
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