Outlier detection in GARCH models

M. Ooms, J.A. Doornik

Research output: Book / ReportReportProfessional

4479 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Instituut (TI)
Number of pages26
Publication statusPublished - 2005

Publication series

NameTI Discussion Paper
No.05/092-4

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