Original language | English |
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Pages (from-to) | 381-396 |
Journal | Systems Analysis Modelling Simulation |
Volume | 43 |
Issue number | 4 |
DOIs | |
Publication status | Published - 2003 |
The Effects of Outliers and Model Misspecification on Recursive Modelling of FInancial Volatility
H.G. Ng, Michael Mcaleer
Research output: Contribution to journal › Article