Identification of asymmetric conditional heteroscedasticity in the presence of outliers
Crossref DOI link: https://doi.org/10.1007/s13209-015-0131-4
Published Online: 2015-10-12
Published Print: 2016-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Carnero, M. Angeles
PĂ©rez, Ana
Ruiz, Esther
License valid from 2015-10-12