Assessment of Local Influence in GARCH Processes (Q4828183): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1046/j.0143-9782.2003.00351.x / rank | |||
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| Property / OpenAlex ID: W3122579350 / rank | |||
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| Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank | |||
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| Property / cites work: Q3678498 / rank | |||
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| Property / cites work: A Lagrange multiplier test for GARCH models / rank | |||
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| Property / cites work: Q4272851 / rank | |||
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Latest revision as of 15:25, 7 June 2024
scientific article; zbMATH DE number 2118745
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Assessment of Local Influence in GARCH Processes |
scientific article; zbMATH DE number 2118745 |
Statements
Assessment of Local Influence in GARCH Processes (English)
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24 November 2004
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local influence
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GARCH processes
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Lagrange multilier test
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pseudo-likelihood
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