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A Bounded Influence Estimation and Outlier Detection for ARCH/GARCH Models With an Application to Foreign Exchange Rates

  Link Details for: A Bounded Influence Estimation and Outlier Detection for ARCH/GARCH Models With an Application to Foreign Exchange Rates
Link Title: A Bounded Influence Estimation and Outlier Detection for ARCH/GARCH Models With an Application to Foreign Exchange Rates Open in a new window
Link URL: http://www.maxwell.syr.edu/maxpages/faculty/cdkao/working/program.zip
Link Details: By Chihwa Kao.
Category: Top : Computers : Programming : Languages : Fortran : Source_Code : Statistics_and_Econometrics
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A Bounded Influence Estimation and Outlier Detection for ARCH/GARCH Models With an Application to Foreign Exchange Rates