Modeling Outliers and Extreme Observations for ARMA-GARCH Processes
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Bibliographic InfoPaper provided by Econometric Society in its series Econometric Society World Congress 2000 Contributed Papers with number 1922.
Date of creation: 01 Aug 2000
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- Aurea Grané & Belén Martín-Barragán & Helena Veiga, 2014. "Outliers in multivariate Garch models," Statistics and Econometrics Working Papers ws140503, Universidad Carlos III, Departamento de Estadística y Econometría.
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