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Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations

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Author Info
Ng, Hock Guan
McAleer, Michael

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Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 20 (2004)
Issue (Month): 1 ()
Pages: 115-129
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Handle: RePEc:eee:intfor:v:20:y:2004:i:1:p:115-129

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  1. Mathieu Gatumel & Dominique Guegan, 2008. "Dynamic Analysis of the Insurance Linked Securities Index," Université Paris1 Panthéon-Sorbonne, Post-Print halshs-00320378_v1, HAL. [Downloadable!]
  2. Mathieu Gatumel & Dominique Guegan, 2008. "Dynamic Analysis of the Insurance Linked Securities Index," Post-Print halshs-00320378_v1, HAL. [Downloadable!]
  3. Felix Chan & Dora Marinova & Michael McAleer, 2003. "Modelling the Asymmetric Volatility of Electronics Patents in the USA," CIRJE F-Series CIRJE-F-208, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  4. Caiado, Jorge, 2004. "Modelling and forecasting the volatility of the portuguese stock index PSI-20," MPRA Paper 2077, University Library of Munich, Germany. [Downloadable!]
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This page was last updated on 2008-10-4.

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