Relevance of detecting outliers in GARCH models for modelling and forecasting financial data
Amélie Charles, Olivier Darné
| Year of publication: |
2005
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|---|---|
| Authors: | Charles, Amélie ; Darné, Olivier |
| Published in: |
Finance : revue de l'Association Française de Finance. - Paris : Presses Universitaires de France, ISSN 0752-6180, ZDB-ID 6147963. - Vol. 26.2005, 1, p. 33-71
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| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Zsfassung in franz. Sprache |
| Source: |
Persistent link: https://www.econbiz.de/10009918907