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Influential observations in GARCH models:
Zevallos, Mauricio
;
Hotta, Luiz K.
Journal of Statistical Computation and Simulation. 82 (2012) 11 - p. 1571-1589 , 2012
Link:
https://doi.org/10.1080/00949655.2011.583651
RT Journal T1 <Title>Influential observations in GARCH models</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_00949655.2011.583651&Exemplar=1&LAN=DE A1 Zevallos, Mauricio A1 Hotta, Luiz K. PB Informa UK Limited YR 2012 SN 0094-9655 SN 1563-5163 JF Journal of Statistical Computation and Simulation VO 82 IS 11 SP 1571 OP 1589 LK http://dx.doi.org/https://doi.org/10.1080/00949655.2011.583651 DO https://doi.org/10.1080/00949655.2011.583651 SF ELIB - SuUB Bremen
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