Deciding between GARCH and stochastic volatility via strong decision rules
type: Item
instance of: scholarly article
title: Deciding between GARCH and stochastic volatility via strong decision rules
zbMATH Open document ID: 1177.62119
author: Christian M. Hafner
author: Arie Preminger
published in: Journal of Statistical Planning and Inference
publication date: 2009-12-10T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 5645035
zbMATH Keywords: GARCH
zbMATH Keywords: stochastic volatility
zbMATH Keywords: model selection
zbMATH Keywords: simulations
MaRDI profile type: Publication
full work available at URL: j.jspi.2009.09.008
OpenAlex ID: W3125459270
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DOI: 10.1016/J.JSPI.2009.09.008
description: scientific article; zbMATH DE number 5645035