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

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",

doi = "10.1080/02329290290028525",

language = "English",

volume = "43",

pages = "381--396",

journal = "Systems Analysis Modelling Simulation",

issn = "0232-9298",

publisher = "Taylor \& Francis Group LLC",

number = "4",

}

TY - JOUR

T1 - The Effects of Outliers and Model Misspecification on Recursive Modelling of FInancial Volatility

AU - Ng, H.G.

AU - Mcaleer, Michael

PY - 2003

Y1 - 2003

U2 - 10.1080/02329290290028525

DO - 10.1080/02329290290028525

M3 - Article

SN - 0232-9298

VL - 43

SP - 381

EP - 396

JO - Systems Analysis Modelling Simulation

JF - Systems Analysis Modelling Simulation

IS - 4

ER -