Forecasting volatility in GARCH models with additive outliers (Q5440098): Difference between revisions
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Revision as of 21:13, 5 March 2024
scientific article; zbMATH DE number 5231519
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting volatility in GARCH models with additive outliers |
scientific article; zbMATH DE number 5231519 |
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Forecasting volatility in GARCH models with additive outliers (English)
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31 January 2008
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