Additive outliers, GARCH and forecasting volatility
| Year of publication: |
1999
|
|---|---|
| Authors: | Franses, Philip Hans ; Ghijsels, Hendrik |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 15.1999, 1, p. 1-10
|