Correcting outliers in GARCH models: a weighted forward approach (Q2338226)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Correcting outliers in GARCH models: a weighted forward approach |
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Correcting outliers in GARCH models: a weighted forward approach (English)
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21 November 2019
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extreme observations
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GARCH models
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outliers
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robust statistics
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weighted forward search
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