Predictability and model selection in the context of ARCH models (Q5467274)
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scientific article; zbMATH DE number 5025735
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predictability and model selection in the context of ARCH models |
scientific article; zbMATH DE number 5025735 |
Statements
Predictability and model selection in the context of ARCH models (English)
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24 May 2006
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ARCH models
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model selection
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predictability
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correlated gamma ratio distribution
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standardized prediction error criterion
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