Outlier detection in the GARCH (1,1) model

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

Original languageUndefined/Unknown
Number of pages34
EditionEconometric Institute 9926/A
Publication statusPublished - 1999

Publication series

SeriesEconometric Institute
Volume9926/A

Research programs

  • EUR ESE 11

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