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Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans; Dijk, Dick van; Lucas, André - In: Applied financial economics 14 (2004) 4, pp. 221-231
Persistent link: https://www.econbiz.de/10001939247
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Short patches of outliers, ARCH and volatility modelling 1
Franses, Philip Hans; Dijk, Dick van; Lucas, André - In: Applied financial economics 14 (2004) 4, pp. 221-232
Persistent link: https://www.econbiz.de/10007650957