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~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~person:"Asai, Manabu"
~person:"Dijk, Dick van"
~person:"Hautsch, Nikolaus"
~person:"Ma, Feng"
~person:"McAleer, Michael"
~person:"Tiwari, Aviral Kumar"
~subject:"Prognoseverfahren"
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Outlier detection in the GARCH (1,1) model
Franses, Philip Hans
;
Dijk, Dick van
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1999
Persistent link: https://www.econbiz.de/10001495849
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