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www.imdea.org Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications ∗ (2011)

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by Genaro Sucarrat , Alvaro Escribano , Genaro Sucarrat , Alvaro Escribano , David F. Hendry , Sebastien Laurent , André Alves , Portela Santos , Enrique Sentana , The Reviewers