Artigo

Título:
Outliers, GARCH-Type Models and Risk Measures: A Comparison of Several Approaches
Autores:
Aurea Grane (U Carlos III)
Helena Veiga (ISCTE - Instituto Universitário de Lisboa, U Carlos III, UNIDE - ISCTE, IUL)
Revista:
Journal Of Empirical Finance
Ano:
2014
Volume:
26
Páginas:
26-40
Códigos JEL:
C53 - Forecasting and Other Model Applications
C58 - Financial Econometrics
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G28 - Government Policy and Regulation
G31 - Capital Budgeting; Fixed Investment and Inventory Studies
G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure
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