Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models

Author: Shen Xiangjin   Tsurumi Hiroki  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.42, Iss.9, 2013-05, pp. : 1599-1617

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Abstract