Additive outliers, GARCH and forecasting volatility / Philip Hans Franses and Hendrik Ghijsels
| rdfs:label | "Additive outliers, GARCH and forecasting volatility / Philip Hans Franses and Hendrik Ghijsels" |
| schema:name | "Additive outliers, GARCH and forecasting volatility" |
| schema:author | Franses, Philip Hans B.F. (1963-) |
| Erasmus Centre for Financial Research (Rotterdam) | |
| schema:contributor | Ghijsels, Hendrik |
|
schema:same |
<http:/ |
|
schema:main |
<https:/ |
|
http:/ |
"1997" |
| schema:about | beurswezen |
| computersimulatie | |
| voorspellingen | |
|
schema:in |
"en" |
|
schema:is |
Report / ECFR, Erasmus Center for Financial Research |
|
schema:number |
19 |
| schema:publication |
<https:/ |