GARCH, outliers and forecasting volatility

Research output: Chapter/Conference proceedingChapterAcademic

Original languageEnglish
Title of host publicationNonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
EditorsG.N. Gregoriou, R. Pascalau
Pages136-159
Number of pages24
Publication statusPublished - 2011

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