Short patches of outliers, ARCH and volatility modelling

Research output: Contribution to journal › Article › Academic › peer-review

21 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	221-231
Number of pages	11
Journal	Applied Financial Economics
Volume	14
Issue number	4
DOIs	https://doi.org/10.1080/0960310042000201174
Publication status	Published - 2004

Research programs

@article{dcbb2fedc9c54ebb98cfd1377d62979c,

title = "Short patches of outliers, ARCH and volatility modelling",

author = "Franses, {Philip Hans} and {van Dijk}, Dick and Lucas, {A (Andr{\'e})}",

year = "2004",

doi = "10.1080/0960310042000201174",

language = "Undefined/Unknown",

volume = "14",

pages = "221--231",

journal = "Applied Financial Economics",

issn = "0960-3107",

publisher = "Taylor & Francis Ltd",

number = "4",

}