Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations
| Year of publication: |
2004
|
|---|---|
| Authors: | Ng, Hock Guan ; McAleer, Michael |
| Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 20.2004, 1, p. 115-129
|
| Publisher: |
Elsevier |