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Forecasting volatility in GARCH models with additive outliers 

Authors: Beatriz Catalaacuten a; F. Javier Triacutevez a
Affiliation:   a Facultad de Ciencias Econoacutemicas, Departamento de Anaacutelisis Econoacutemico, Gran Viacutea 2-4 Zaragoza, Spain
DOI: 10.1080/14697680601116872
Publication Frequency: 8 issues per year
Published in: journal Quantitative Finance, Volume 7, Issue 6 December 2007 , pages 591 - 596
Formats available: HTML (English) : PDF (English)
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