Article

Title:
Outliers, GARCH-Type Models and Risk Measures: A Comparison of Several Approaches
Journal:
Journal Of Empirical Finance
Year:
2014
Volume:
26
Pages:
26-40
JEL codes:
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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