A comparison of alternative techniques for selecting an optimum ARCH model (Q5457923)
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scientific article; zbMATH DE number 5261886
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of alternative techniques for selecting an optimum ARCH model |
scientific article; zbMATH DE number 5261886 |
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A comparison of alternative techniques for selecting an optimum ARCH model (English)
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10 April 2008
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ARCH
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model selection criteria
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Hansen and Lunde test
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