Identification of asymmetric conditional heteroscedasticity in the presence of outliers
Carnero, M. Angeles; Pérez, Ana; Ruiz, Esther
- 期刊名称SERIEs
- 作者Carnero, M. Angeles; Pérez, Ana; Ruiz, Esther
- 卷第7卷
- 期第1期
- 印刷ISSN1869-4187
- 电子ISSN1869-4195
- 文件大小1074.53KB
- 发表时间2016-3
- DOI10.1007/s13209-015-0131-4
- 页码179-201