Estimating GARCH volatility in the presence of outliers
| Year of publication: |
2012
|
|---|---|
| Authors: | Carnero, M. Angeles ; Peña, Daniel ; Ruiz, Esther |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 114.2012, 1, p. 86-91
|