F. Javier Trívez

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Effects of level shifts and temporary changes on the estimation of GARCH models Journal of Statistical Computation and Simulation	2010-09-17	Paper
Detecting level shifts in ARMA-GARCH (1,1) Models Journal of Applied Statistics	2009-10-21	Paper
Specification error caused by level shifts and temporary changes in ARMA–GARCH models Journal of Statistical Computation and Simulation	2008-12-04	Paper
Forecasting volatility in GARCH models with additive outliers Quantitative Finance	2008-01-31	Paper
Analyzing the effects of level shifts and temporary changes on the identification of ARIMA models Journal of Applied Statistics	2000-05-18	Paper

Research outcomes over time

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