Outliers in multivariate GARCH models Conference Contributions uri icon

event

  • 7th International Workshop on Simulation

event place

  • Rimini

country

  • ITALIA

participation category

  • PONENCIA INVITADA

publication date

  • 2013

isbn

  • 1973-9346

series title / series number

  • In Quaderni di Dipartimento of the Department of Statistical Sciences of the University of Bologna