Work

Inference in (M)GARCH Models in the Presence of Additive Outliers: Specification, Estimation, and Prediction

Year: 2018

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/978-3-319-94015-1_8

Authors: Luiz Koodi Hotta, Carlos Trucíos

Institutions: Universidade Estadual de Campinas (UNICAMP), Escola de Economia de São Paulo, Fundação Getulio Vargas

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2891354685

FWCI: 14.24

Cites: 87

Cited by: 16

Related to: 10