GARCH, outliers and forecasting volatility

Research output: Chapter/Conference proceeding › Chapter › Academic

Original language	English
Title of host publication	Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
Editors	G.N. Gregoriou, R. Pascalau
Pages	136-159
Number of pages	24
Publication status	Published - 2011

Cite this

@inbook{ae8e037d8df14663ad4bcd6fca9b841b,

title = "GARCH, outliers and forecasting volatility",

author = "Franses, {Philip Hans} and {van Dijk}, Dick",

year = "2011",

language = "English",

pages = "136--159",

editor = "G.N. Gregoriou and R. Pascalau",

booktitle = "Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models",

}