Modeling and forecasting outliers and level shifts in absolute returns

Philip Hans Franses, MJ van der Leij, Richard Paap

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageUndefined/Unknown
Number of pages58
EditionEconometric Institute EI 2001-34
Publication statusPublished - 2001

Publication series

SeriesEconometric Institute
VolumeEI 2001-34

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