"Detecting outliers in GARCH(p, q) models."

Hoda Kamranfar, Rahim Chinipardaz, Behzad Mansouri (2017)

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DOI: 10.1080/03610918.2016.1255964

access: closed

type: Journal Article

metadata version: 2021-10-14

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Hoda Kamranfar, Rahim Chinipardaz, Behzad Mansouri:
Detecting outliers in GARCH(p, q) models. Commun. Stat. Simul. Comput. 46(10): 7844-7854 (2017)

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