F. Javier Trívez

Available identifiers

zbMath Open trivez.f-javierMaRDI QIDQ3184485

List of research outcomes

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

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: F. Javier Trívez