• Title of article

    Additive outliers, GARCH and forecasting volatility

  • Author/Authors

    Philip Hans Franses، نويسنده , , Hendrik Ghijsels، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1999
  • Pages
    9
  • From page
    1
  • To page
    9
  • Keywords
    Forecasting volatility , GARCH , Additive outlier
  • Journal title
    International Journal of Forecasting
  • Serial Year
    1999
  • Journal title
    International Journal of Forecasting
  • Record number

    178795

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=178795