Narrow search
Showing 1 - 2 of 2
Cover Image
Estimating GARCH volatility in the presence of outliers
Carnero, M. Angeles; Peña, Daniel; Ruiz, Esther - In: Economics letters 114 (2012) 1, pp. 86-91
Persistent link: https://www.econbiz.de/10009818285
Cover Image
Estimating GARCH volatility in the presence of outliers
Carnero, M. Angeles; Peña, Daniel; Ruiz, Esther - In: Economics letters 114 (2012) 1, pp. 86-90
Persistent link: https://www.econbiz.de/10009517276