Forecasting volatility in GARCH models with additive outliers (Q5440098)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Forecasting volatility in GARCH models with additive outliers |
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 |
Statements
Forecasting volatility in GARCH models with additive outliers (English)
0 references
31 January 2008
0 references
