Outliers and misleading leverage effect in asymmetric GARCH-type models Carnero, M. A. and A. PerezStudies in Nonlinear Dynamics and Econometrics – 2021 22 de October de 2021Pub, PubFac, PubFacCarneroM, PubfacSelected, PubfacSelectedCarneroM, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubPrometeo, PubSelected, Pubyear2021By coralio
María Hernández de Benito Professora InvestigadoraPh.D. Georgetown Universityemail: Desp.: 47Ext.: 3238 22 de October de 2021Faculty, FacultyCourse, FacultyField, FacultyFieldDevelopment, FacultyFTBy coralio