Predictability and model selection in the context of ARCH models (Q5467274): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 22:30, 5 March 2024
scientific article; zbMATH DE number 5025735
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predictability and model selection in the context of ARCH models |
scientific article; zbMATH DE number 5025735 |
Statements
Predictability and model selection in the context of ARCH models (English)
0 references
24 May 2006
0 references
ARCH models
0 references
model selection
0 references
predictability
0 references
correlated gamma ratio distribution
0 references
standardized prediction error criterion
0 references
