Additive outliers, GARCH and forecasting volatility
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Bibliographic InfoArticle provided by Elsevier in its journal International Journal of Forecasting.
Volume (Year): 15 (1999)
Issue (Month): 1 (February)
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Web page: http://www.elsevier.com/locate/ijforecast
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- Teräsvirta, Timo, 1996. "Two Stylized Facts and the Garch (1,1) Model," Working Paper Series in Economics and Finance 96, Stockholm School of Economics.
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