Relevance of detecting outliers in GARCH models for modelling and forecasting financial data
Amélie Charles, Olivier Darné
| Year of publication: |
2005
|
|---|---|
| Authors: | Charles, Amélie ; Darné, Olivier |
| Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 26.2005, 1, p. 33-71
|
| Subject: | ARCH-Modell | ARCH model | Statistische Methode | Statistical method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003229683