Pages that link to "Item:Q5440098"
From MaRDI portal
The following pages link to Forecasting volatility in GARCH models with additive outliers (Q5440098):
Displaying 5 items.
- Correcting outliers in GARCH models: a weighted forward approach (Q2338226) (← links)
- Detecting level shifts in ARMA-GARCH (1,1) Models (Q3184487) (← links)
- Effects of level shifts and temporary changes on the estimation of GARCH models (Q3589968) (← links)
- Robust bootstrap forecast densities for GARCH returns and volatilities (Q5106994) (← links)
- Jump detection in high-frequency financial data using wavelets (Q5880608) (← links)
