Model selection for stock prices data (Q5138231): Difference between revisions

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+https://doi.org/10.1080/02664763.2016.1155205
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+W2324403237
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@@ Property / cites work @@
+Q4769776
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@@ Property / cites work @@
+A new look at the statistical model identification
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+The Pricing of Options and Corporate Liabilities
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+Model Selection and Multimodel Inference
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+Generalizing the derivation of the schwarz information criterion
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+Bayes Factors
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+A Jump-Diffusion Model for Option Pricing
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+Option pricing when underlying stock returns are discontinuous
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+On a continuous time stock price model with regime switching, delay, and threshold
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+Regression and time series model selection using variants of the schwarz information criterion
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+Stochastic differential equations. An introduction with applications.
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+An Elementary Introduction to Mathematical Finance
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+Empiricial Comparison between Some Model Selection Criteria
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+Estimating the dimension of a model
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+On the convergence rate of model selection criteria
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