مرکز منطقه ای اطلاع رساني علوم و فناوري - Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations

Title of article :

Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations

Author/Authors :

Hock Guan Ng، نويسنده , , Michael McAleer، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

115

To page :

129

Keywords :

Leverage , Recursivemodelling , Structural change , Outliers , Extreme observations , Time-varying volatility , Symmetry , Asymmetry , Moment conditions

Journal title :

International Journal of Forecasting

Serial Year :

2004

Journal title :

International Journal of Forecasting

Record number :

179072

Link To Document :

https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=179072