Outliers and misleading leverage effect in asymmetric GARCH-type models
- Carnero, M.A.
- Pérez, A.
ISSN: 1558-3708, 1081-1826
Année de publication: 2021
Volumen: 25
Número: 1
Type: Article
Revue:
Studies in Nonlinear Dynamics and Econometrics
