Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers

✍ Scribed by Chan, Felix; McAleer, Michael

• Book ID: 120411048
• Publisher: Taylor and Francis Group
• Year: 2003
• Tongue: English
• Weight: 183 KB
• Volume: 13
• Category: Article
• ISSN: 0960-3107
• DOI: 10.1080/0960310022000029295