The effects of outliers and model misspecification on recursive modelling of financial volatility

被引：0
|
作者：
Ng, Hock Guan [1 ]
Mcaleer, Michael [2 ]
机构：
[1] Department of Accounting and Finance, University of Western Australia, 35 Stirling Highway, Crawley, WA 6009
[2] Department of Economics, University of Western Australia
来源：
Systems Analysis Modelling Simulation | 2003年 / 43卷 / 04期
关键词：
The author M.M. is grateful for the financial support of the Australian Research Council;
D O I：
10.1080/02329290290028525
中图分类号：
学科分类号：
摘要：
8
引用
收藏
页码：381 / 396
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