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

@@ Property / DOI @@
-.1016/j.econlet.2004.07.019
@@ Property / DOI: 10.1016/j.econlet.2004.07.019 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.econlet.2004.07.019
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@@ Property / OpenAlex ID @@
+W1996480982
@@ Property / OpenAlex ID: W1996480982 / rank @@
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@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Q4458441
@@ Property / cites work: Q4458441 / rank @@
+Normal rank
@@ Property / cites work @@
+Joint Estimation of Model Parameters and Outlier Effects in Time Series
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Q2906620
@@ Property / cites work: Q2906620 / rank @@
+Normal rank
@@ Property / cites work @@
+High Breakdown Point Conditional Dispersion Estimation with Application to S &amp; P 500 Daily Returns Volatility
+Normal rank
@@ Property / DOI @@
+.1016/J.ECONLET.2004.07.019
@@ Property / DOI: 10.1016/J.ECONLET.2004.07.019 / rank @@
+Normal rank