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Outliers in GARCH processes - MaRDI portal

Outliers in GARCH processes (Q2906620)

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scientific article; zbMATH DE number 6077647
Language Label Description Also known as
English
Outliers in GARCH processes
scientific article; zbMATH DE number 6077647

    Statements

    author
    Luiz K. Hotta
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    Ruey S. Tsay
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    publication date
    5 September 2012
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    title
    Outliers in GARCH processes (English)
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    Identifiers

    Mathematics Subject Classification ID
    91B84
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    62P20
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    62M10
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    zbMATH DE Number
    6077647
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