Additive outliers, GARCH and forecasting volatility

International Journal of Forecasting

Volumn 15, Issue 1, 1999, Pages 1-9

  Franses, Philip Hans ^a   Ghijsels, Hendrik ^a  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

Additive outlier; Forecasting volatility; GARCH

Indexed keywords

EID: 0002395307     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(98)00053-3     Document Type: Article

References (11)

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