https://www.scirp.org/reference/ReferencesPapers?ReferenceID=1920551
Franses, P.H. and Ghijsels, H. (1999) Additive Outliers GARCH and Forecasting Volatility....
Franses, P.H. and Ghijsels, H. (1999) Additive Outliers GARCH and Forecasting Volatility. International Journal of Forecasting, 15, 1-9.
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