@book{Fabozzi2014, author = {Fabozzi, F. and Focardi, S.M. and Rachev, T. and Arshanapalli, B.G.}, title= {Appendix E: Model selection criterion: AIC and BIC}, year = {2014}, doi = {10.1002/9781118856406.app5}, publisher = {John Wiley & Sons, Inc}, }