Short patches of outliers, ARCH and volatility modeling

P.H. Franses, D. van Dijk, A. Lucas

Research output: Working paperProfessional

14 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Instituut (TI)
Publication statusPublished - 1998

Publication series

NameTI Discussion Paper
No.98-057/4

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