Consistent ranking of volatility models (Q292007)

From MaRDI portal
Revision as of 23:55, 4 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Consistent ranking of volatility models
scientific article

    Statements

    title
    Consistent ranking of volatility models (English)
    0 references
    author
    Peter Reinhard Hansen
    0 references
    Asger Lunde
    0 references
    publication date
    10 June 2016
    0 references
    zbMATH Keywords
    consistent ranking
    0 references
    model comparison
    0 references
    volatility models
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62P20
    0 references
    91B70
    0 references
    91B84
    0 references
    91G70
    0 references
    zbMATH DE Number
    6591962
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q292007&oldid=25504513"
    Powered by MediaWiki