The following pages link to Beatriz Catalán (Q3184486):
Displaying 4 items.
- Detecting level shifts in ARMA-GARCH (1,1) Models (Q3184487) (← links)
- Specification error caused by level shifts and temporary changes in ARMA–GARCH models (Q3543756) (← links)
- Effects of level shifts and temporary changes on the estimation of GARCH models (Q3589968) (← links)
- Forecasting volatility in GARCH models with additive outliers (Q5440098) (← links)