Model selection and testing of conditional and stochastic volatility models

M Caporin, Michael McAleer

Research output: Working paper › Academic

Series	EI report serie
Volume	EI 2010-57

Cite this

@techreport{3ec5b416141e456a8c200869fa8b962d,

title = "Model selection and testing of conditional and stochastic volatility models",

author = "M Caporin and Michael McAleer",

year = "2010",

language = "English",

series = "EI report serie",

publisher = "Econometric Institute, EUR",

address = "Netherlands",

type = "WorkingPaper",

institution = "Econometric Institute, EUR",

}