Detecting outliers in GARCH(p,q) models (Q3133053)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting outliers in GARCH(p,q) models |
scientific article |
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Detecting outliers in GARCH(p,q) models (English)
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12 February 2018
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additive outliers
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GARCH model
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innovational outliers
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level change
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simulation
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temporary change
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