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International Journal of Forecasting
Volumn 20, Issue 1, 2004, Pages 115-129
Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations
Author keywords

Asymmetry; Extreme observations; Leverage; Moment conditions; Outliers; Recursive modelling; Structural change; Symmetry; Time varying volatility
Indexed keywords

EID: 0742306406     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(03)00008-6     Document Type: Article
Times cited : (26)
References (11)
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.