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
Publisher	Palgrave Macmillan
Pages	136-159
Number of pages	24
Publication status	Published - 2011

Research programs

@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",

publisher = "Palgrave Macmillan",

address = "United Kingdom",

}