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Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications (2012)

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by Genaro Sucarrat , Alvaro Escribano , Genaro Sucarrat , Alvaro Escribano , Luc Bauwens , Casper Christophersen , Jurgen Doornik , Neil R Ericsson , David F Hendry , Sebastien Laurent , André Alves , Portela Santos , Enrique Sentana
Venue:Department of Economics, University of Oxford
Citations:8 - 4 self