Forecasting volatility in GARCH models with additive outliers

被引：12

作者：

Catalan, Beatriz ^{[1
]}

Trivez, F. Javier ^{[1
]}

机构：

[1] Fac Ciencias Econ, Dept Anal Econ, Zaragoza, Spain

来源：

关键词：

D O I：

10.1080/14697680601116872

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：591 / 596

页数：6

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