Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers

Applied Financial Economics

Volumn 13, Issue 8, 2003, Pages 581-592

  Chan, Felix ^a   McAleer, Michael ^a  

^a UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

ESTIMATION METHOD; METHODOLOGY; REGRESSION ANALYSIS;

EID: 0042816490     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/0960310022000029295     Document Type: Article

References (44)

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