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. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 20.2004, 1, p. 115-130
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