## Abstract In this paper, we detect and correct abnormal returns in 17 French stocks returns and the French index CAC40 from additiveβoutlier detection method in GARCH models developed by Franses and Ghijsels (1999) and extended to innovative outliers by Charles and DarnΓ© (2005). We study the effe
Evaluation of forecasts in AR models with outliers
β Scribed by R. Elsebach
- Book ID
- 105287727
- Publisher
- Springer
- Year
- 1994
- Tongue
- German
- Weight
- 467 KB
- Volume
- 16
- Category
- Article
- ISSN
- 0171-6468
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