An Empirical Evaluation of STAR-GARCH Models in the Presence of Aberrant Observations

Felix Chan, Michael Mcaleer

Research output: Chapter in Book/Conference paperConference paperpeer-review

Original languageEnglish
Title of host publicationIntegrated Assessment and Decision Support: Proceedings of the 1st biennial meeting of the International Environmental
EditorsA.E. Rizzoli, A.J. Jakeman
Place of PublicationManno, Switzerland
PublisherInternational Environmental Modelling and Software Society
Pages603-608
Volume2
EditionLugano, Switzerland
ISBN (Print)8890078707
Publication statusPublished - 2002
EventAn Empirical Evaluation of STAR-GARCH Models in the Presence of Aberrant Observations - Lugano, Switzerland
Duration: 1 Jan 2002 → …

Conference

ConferenceAn Empirical Evaluation of STAR-GARCH Models in the Presence of Aberrant Observations
Period1/01/02 → …

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