Model selection and testing of conditional and stochastic volatility models

M Caporin, Michael McAleer

Research output: Working paperAcademic

Original languageEnglish
Place of PublicationRotterdam
PublisherEconometric Institute, EUR
Publication statusPublished - 2010

Publication series

SeriesEI report serie
VolumeEI 2010-57

Research programs

  • EUR ESE 31

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