Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations

Hock Guan Ng; Michael McAleer

Year of publication:	2004
Authors:	Ng, Hock Guan ; McAleer, Michael
Published in:	International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 20.2004, 1, p. 115-129
Subject:	Volatilität \| Volatility \| Theorie \| Theory \| ARCH-Modell \| ARCH model

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