Outliers and misleading leverage effect in asymmetric GARCH-type models
- Carnero, M.A.
- Pérez, A.
ISSN: 1558-3708, 1081-1826
Argitalpen urtea: 2021
Alea: 25
Zenbakia: 1
Mota: Artikulua
Aldizkaria:
Studies in Nonlinear Dynamics and Econometrics