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Search: subject:"extreme value distribution"
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Dummy variable
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Extreme value distribution
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GARCH-t
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Generalized Autoregressive Conditional Heteroskedasticity
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Ooms, Marius
Calabrese, Raffaella
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Outlier Detection in GARCH Models
Doornik, Jurgen A.
;
Ooms, Marius
-
Tinbergen Instituut
-
2005
extreme
value
distribution
, so that computation of p-values does not require simulation. The procedure outperforms alternative …
Persistent link: https://www.econbiz.de/10011257361
Saved in:
2
Outlier Detection in GARCH Models
Doornik, Jurgen A.
;
Ooms, Marius
-
2005
extreme
value
distribution
, so that computation of p-values does not require simulation. The procedure outperforms alternative …
Persistent link: https://www.econbiz.de/10010325338
Saved in:
3
Outlier Detection in GARCH Models
Doornik, Jurgen A.
;
Ooms, Marius
-
Tinbergen Institute
-
2005
extreme
value
distribution
, so that computation of <I>p</I>-values does not require simulation. The procedure outperforms …
Persistent link: https://www.econbiz.de/10005144394
Saved in:
4
Outlier detection in GARCH models
Doornik, Jurgen A.
;
Ooms, Marius
-
2005
extreme
value
distribution
, so that computation of p-values does not require simulation. The procedure outperforms alternative …
Persistent link: https://www.econbiz.de/10011346470
Saved in:
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