Model complexity and out-of-sample performance: evidence from S\&P 500 index returns (Q1657302)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model complexity and out-of-sample performance: evidence from S\&P 500 index returns |
scientific article |
Statements
Model complexity and out-of-sample performance: evidence from S\&P 500 index returns (English)
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13 August 2018
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out-of-sample specification tests
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jump-diffusion models
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Lévy-jump models
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non-affine variance models
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forecasting
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