Subject
Economics and Econometrics,Finance
Reference46 articles.
1. The message in daily exchange rates: a conditional variance tale;Baillie;J. Bus. Econ. Stat.,1989
2. Wavelet-based detection of outliers in time series;Bilen;J. Comput. Graph. Stat.,2002
3. Generalized autoregressive conditional heteroskedasticity;Bollerslev;J. Econ.,1986
4. A conditionally heteroskedastic time series model for speculative prices and rates of return;Bollerslev;Rev. Econ. Stat.,1987
5. Introductory Econometrics for Finance;Brooks,2002
Cited by
13 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献