Forecasting volatility in GARCH models with additive outliers

Quantitative Finance

Volumn 7, Issue 6, 2007, Pages 591-596

  Catalán, Beatriz ^a   Trívez, F Javier ^a  

^a UNIVERSITY OF ZARAGOZA   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 36749097998     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697680601116872     Document Type: Article

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