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

H.G. Ng, Michael Mcaleer

Research output: Contribution to journal › Article

Original language	English
Pages (from-to)	381-396
Journal	Systems Analysis Modelling Simulation
Volume	43
Issue number	4
DOIs	https://doi.org/10.1080/02329290290028525
Publication status	Published - 2003

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title = "The Effects of Outliers and Model Misspecification on Recursive Modelling of FInancial Volatility",

author = "H.G. Ng and Michael Mcaleer",

year = "2003",

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language = "English",

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pages = "381--396",

journal = "Systems Analysis Modelling Simulation",

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AU - Ng, H.G.

AU - Mcaleer, Michael

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