Analyzing Financial Time Series through Robust Estimators

DOI10.2202/1558-3708.1224zbMath1081.91589OpenAlexW1984153432MaRDI QIDQ3368333

Luigi Grossi

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1224

zbMATH Keywords

OutliersForward SearchGARCH ModelsRobust Estimators

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (1)

Correcting outliers in GARCH models: a weighted forward approach

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