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
PublisherPalgrave Macmillan
Pages136-159
Number of pages24
Publication statusPublished - 2011

Research programs

  • EUR ESE 31
  • EUR ESE 33

Cite this