Forecasting volatility with outliers in GARCH models
| Year of publication: |
2008
|
|---|---|
| Authors: | Charles, Amélie |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 27.2008, 7, p. 551-565
|