Michael D. McKenzie

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Person:4647268



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
GARCH model selection criteria
Quantitative Finance
2019-01-14Paper
A comparison of alternative techniques for selecting an optimum ARCH model
Journal of Statistical Computation and Simulation
2008-04-10Paper


Research outcomes over time


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