Forecasting volatility in GARCH models with additive outliers (Q5440098)

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scientific article; zbMATH DE number 5231519
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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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