Outliers and GARCH models in financial data (Q1927757): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4458441 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Joint Estimation of Model Parameters and Outlier Effects in Time Series / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q2906620 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: High Breakdown Point Conditional Dispersion Estimation with Application to S & P 500 Daily Returns Volatility / rank | |||
Normal rank | |||
Latest revision as of 00:49, 6 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Outliers and GARCH models in financial data |
scientific article |
Statements
Outliers and GARCH models in financial data (English)
0 references
2 January 2013
0 references
additive outliers
0 references
innovational outliers
0 references
GARCH model
0 references
0 references
