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Conditionally heteroscedastic unobserved component models and their reduced form
Pellegrini, Santiago; Ruiz, Esther; Espasa Terrades, Antoni - In: Economics letters 107 (2010) 2, pp. 88-90
Persistent link: https://www.econbiz.de/10003991459
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Estimating GARCH volatility in the presence of outliers
Carnero, M. Angeles; Peña, Daniel; Ruiz, Esther - In: Economics letters 114 (2012) 1, pp. 86-90
Persistent link: https://www.econbiz.de/10009517276
Cover Image
Conditionally heteroscedastic unobserved component models and their reduced form
Pellegrini, Santiago; Ruiz, Esther; Espasa, Antoni - In: Economics letters 107 (2010) 2, pp. 88-91
Persistent link: https://www.econbiz.de/10008400788
Cover Image
Estimating GARCH volatility in the presence of outliers
Carnero, M. Angeles; Peña, Daniel; Ruiz, Esther - In: Economics letters 114 (2012) 1, pp. 86-91
Persistent link: https://www.econbiz.de/10009818285