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GARCH model selection criteria - MaRDI portal

GARCH model selection criteria (Q4647269)

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scientific article; zbMATH DE number 7001603
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GARCH model selection criteria
scientific article; zbMATH DE number 7001603

    Statements

    title
    GARCH model selection criteria (English)
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    author
    Heather Mitchell
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    Michael D. McKenzie
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    publication date
    14 January 2019
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    zbMATH Keywords
    GARCH model selection criteria
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    Hannan-Quinn and stochastic complexity criteria
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    cites work
    Q4769776
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    Q3368225
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    Q4195812
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    Q4217272
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    Q3800883
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    Q4004140
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    Q5445942
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    Q3799484
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    Identifiers

    zbMATH DE Number
    7001603
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    OpenAlex ID
    W2034236646
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