Effects of outliers on the identification and estimation of GARCH models
Article first published online: 9 NOV 2006
Journal of Time Series Analysis
Volume 28, Issue 4, pages 471–497, July 2007
How to Cite
Carnero, M. A., Peña, D. and Ruiz, E. (2007), Effects of outliers on the identification and estimation of GARCH models. Journal of Time Series Analysis, 28: 471–497. doi: 10.1111/j.1467-9892.2006.00519.x
- Issue published online: 9 NOV 2006
- Article first published online: 9 NOV 2006
- First Version received July 2005
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