Modeling and forecasting outliers and level shifts in absolute returns

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

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

Publication series

SeriesEconometric Institute
VolumeEI 2001-34

Research programs

  • EUR ESE 11

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