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
بازگشت