Recursive Modelling of Volatility in the Presence of Extreme Observations

H.G. Ng, Michael Mcaleer

    Research output: Chapter in Book/Conference paperConference paper

    Original languageEnglish
    Title of host publicationModelling the Dynamics of Natural, Agricultural, Tourism and Socio-economic Systems
    EditorsL. Oxley, F. Scrimgeour, M. McAleer
    Place of PublicationPerth, Australia
    PublisherModelling and Simulation Society of Australia
    Pages301-306
    Volume2
    EditionHamilton, New Zealand
    ISBN (Print)0864229496
    Publication statusPublished - 1999
    EventRecursive Modelling of Volatility in the Presence of Extreme Observations - Hamilton, New Zealand
    Duration: 1 Jan 1999 → …

    Conference

    ConferenceRecursive Modelling of Volatility in the Presence of Extreme Observations
    Period1/01/99 → …

    Cite this

    Ng, H. G., & Mcaleer, M. (1999). Recursive Modelling of Volatility in the Presence of Extreme Observations. In L. Oxley, F. Scrimgeour, & M. McAleer (Eds.), Modelling the Dynamics of Natural, Agricultural, Tourism and Socio-economic Systems (Hamilton, New Zealand ed., Vol. 2, pp. 301-306). Perth, Australia: Modelling and Simulation Society of Australia.