The impacts of outliers on different estimators for GARCH processes: an empirical study
By Vlad Ardelean. 2009
54 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/568ebfd2f03d0d7116e01dee68711e813c34b874
By Vlad Ardelean. 2009
54 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/568ebfd2f03d0d7116e01dee68711e813c34b874