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~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of political economy"
~isPartOf:"Tinbergen Institute Discussion Paper"
~person:"Franses, Philip Hans"
~person:"Helpman, Elhanan"
~subject:"Aktienindex"
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Discussion paper / Tinbergen Institute / Tinbergen Institute
International journal of forecasting
Journal of political economy
Tinbergen Institute Discussion Paper
Report / Erasmus Center for Financial Research, Erasmus University
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Additive outliers, GARCH and forecasting volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
- In:
International journal of forecasting
15
(
1999
)
1
,
pp. 1-9
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