Outliers and GARCH models in financial data (Q1927757): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+Joint Estimation of Model Parameters and Outlier Effects in Time Series
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Q2906620
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+High Breakdown Point Conditional Dispersion Estimation with Application to S &amp; P 500 Daily Returns Volatility
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