Outliers in GARCH models and the estimation of risk measures Conference Contributions uri icon

event

  • Joint Statistical Meetings 2010

event place

  • VANCOUVER

country

  • CANADA

participation category

  • COMUNICACIÓN

main title

  • 2010 JSM Proceedings Statistics: a key innovation in a data-centric world

publication date

  • 2010

start page

  • 1219

end page

  • 1233

isbn

  • 9780979174797