Forecasting volatility with outliers in GARCH models
Year of publication: |
2008
|
---|---|
Authors: | Charles, Amélie |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 27.2008, 7, p. 551-565
|
Subject: | ARCH-Modell | ARCH model | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Statistische Methode | Statistical method |
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