Outlier Robust Specification of Multiplicative Time-Varying Volatility Models

AuthID
P-017-XEM
1
Author(s)
Tipo de Documento
Article in Press
Year published
2025
Publicado
in COMPUTATIONAL ECONOMICS, ISSN: 0927-7099
Indexing
Publication Identifiers
SCOPUS: 2-s2.0-85217409612
Wos: WOS:001396013800001
Source Identifiers
ISSN: 0927-7099
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