Inference in (M)GARCH Models in the Presence of Additive Outliers: Specification, Estimation, and Prediction
Crossref DOI link: https://doi.org/10.1007/978-3-319-94015-1_8
Published Online: 2018-09-08
Published Print: 2018
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Hotta, Luiz Koodi
TrucĂos, Carlos
License valid from 2018-01-01