The Effects of Outliers and Model Misspecification on Recursive Modelling of FInancial Volatility

H.G. Ng, Michael Mcaleer

    Research output: Contribution to journalArticle

    Original languageEnglish
    Pages (from-to)381-396
    JournalSystems Analysis Modelling Simulation
    Volume43
    Issue number4
    DOIs
    Publication statusPublished - 2003

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