Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers

Felix Chan, Michael Mcaleer

Research output: Contribution to journal › Article › peer-review

31 Citations (Scopus)

Original language	English
Pages (from-to)	581-592
Journal	Applied Financial Economics
Volume	13
DOIs	https://doi.org/10.1080/0960310022000029295
Publication status	Published - 2003

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journal = "Applied Financial Economics",

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AU - Mcaleer, Michael

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