TY  - JOUR 
AU  - Carnero, María Ángeles
AU  - Pérez Espartero, Ana
AU  - Ruiz, Esther
PY  - 2016
SN  - 1869-4187
UR  - http://uvadoc.uva.es/handle/10324/21496
AB  - The identification of asymmetric conditional heteroscedasticity is often based on sample cross-correlations between past and squared observations. In this paper we analyse  the effects of outliers on these cross-correlations and, consequently, on the...
LA  - eng
PB  - Springer Open
KW  - Estimación, teoría de la
TI  - Identification of asymmetric conditional heteroscedasticity in the presence of outliers
DO  - 10.1007/s13209-015-0131-4
ER  -