Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers
Year of publication: |
2001
|
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Authors: | Chan, Felix ; MacAleer, Michael |
Publisher: |
Osaka : Osaka University, Institute of Social and Economic Research (ISER) |
Subject: | ARCH-Modell | Theorie | Maximum-Likelihood-Methode |
Series: | ISER Discussion Paper ; 539 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 34261326X [GVK] hdl:10419/92706 [Handle] |
Source: |
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