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
15
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