Consistent ranking of volatility models (Q292007)

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Consistent ranking of volatility models
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    Statements

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

    Mathematics Subject Classification ID
    62P20
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    91B70
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    91B84
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    91G70
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    zbMATH DE Number
    6591962
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    OpenAlex ID
    W3123985237
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