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Modeling Outliers and Extreme Observations for ARMA-GARCH Processes

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  • Peter Verhoeven

    (Curtin University of Technology)

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  • Peter Verhoeven, 2000. "Modeling Outliers and Extreme Observations for ARMA-GARCH Processes," Econometric Society World Congress 2000 Contributed Papers 1922, Econometric Society.
    • Handle: RePEc:ecm:wc2000:1922
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    Cited by:

    1. Grané, Aurea & Martín-Barragán, Belén & Veiga, Helena, 2014. "Outliers in multivariate Garch models," DES - Working Papers. Statistics and Econometrics. WS ws140503, Universidad Carlos III de Madrid. Departamento de Estadística.

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