Effects of outliers on the identification and estimation of GARCH models
- Carnero, M.A.
- Peña, D.
- Ruiz, E.
ISSN: 0143-9782, 1467-9892
Année de publication: 2007
Volumen: 28
Número: 4
Pages: 471-497
Type: Article
ISSN: 0143-9782, 1467-9892
Année de publication: 2007
Volumen: 28
Número: 4
Pages: 471-497
Type: Article