Title:

Model Selection for Stock Prices Data

Authors:

Pedro Palhinhas Mota (U Nova)
Manuel L. Esquível (U Nova)

Journal:

Journal Of Applied Statistics

Year:

2016

Volume:

43

Number:

13-16

Pages:

2977-2987

JEL codes:

C52 - Model Evaluation and Selection
G12 - Asset Pricing; Trading volume; Bond Interest Rates