GARCH model selection criteria

Author: Mitchell Heather   Mckenzie Michael  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.3, Iss.4, 2003-08, pp. : 262-284

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract