A comparison of alternative techniques for selecting an optimum ARCH model (Q5457923)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A comparison of alternative techniques for selecting an optimum ARCH model |
scientific article; zbMATH DE number 5261886
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A comparison of alternative techniques for selecting an optimum ARCH model |
scientific article; zbMATH DE number 5261886 |
Statements
A comparison of alternative techniques for selecting an optimum ARCH model (English)
0 references
10 April 2008
0 references
ARCH
0 references
model selection criteria
0 references
Hansen and Lunde test
0 references
0 references
0 references
0 references
0.850241482257843
0 references
0.7824216485023499
0 references
0.7781708836555481
0 references
0.7461902499198914
0 references
