authors
- CARNERO FERNANDEZ, MARIA ANGELES
- PEÑA SANCHEZ DE RIVERA, DANIEL
- RUIZ ORTEGA, ESTHER
Estimating and Forecasting GARCH Volatility in the Presence of Outliers
Working Papers
Overview
publisher
publication date
- 2008
series title
- IVIE Working papers. Serie AD
series number
- 2008-13