Original language | English |
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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 |
GARCH, outliers and forecasting volatility
Research output: Chapter/Conference proceeding › Chapter › Academic