Outliers and GARCH models in financial data (Q1927757)

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Outliers and GARCH models in financial data
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    Statements

    title
    Outliers and GARCH models in financial data (English)
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    author
    Amélie Charles
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    Olivier Darné
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    publication date
    2 January 2013
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    zbMATH Keywords
    additive outliers
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    innovational outliers
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    GARCH model
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    Identifiers

    Mathematics Subject Classification ID
    91B82
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    62P05
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    62M10
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    91B84
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    zbMATH DE Number
    6120841
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