Outliers and misleading leverage effect in asymmetric GARCH-type models
- Carnero, M.A.
- Pérez, A.
ISSN: 1558-3708, 1081-1826
Year of publication: 2021
Volume: 25
Issue: 1
Type: Article
ISSN: 1558-3708, 1081-1826
Year of publication: 2021
Volume: 25
Issue: 1
Type: Article