Forecasting volatility in GARCH models with additive outliers (Q5440098): Difference between revisions

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+Understanding the effect of time series outliers on sample autocorrelations
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Modelling the persistence of conditional variances
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+AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY
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+Forecasting in the presence of large shocks
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+High Breakdown Point Conditional Dispersion Estimation with Application to S &amp; P 500 Daily Returns Volatility
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+Reallocation Outliers in Time Series
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