Robust estimates for GARCH models (Q935425): Difference between revisions

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Property / DOI: 10.1016/j.jspi.2007.11.003 / rank
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Property / author
 
Property / author: Víctor J. Yohai / rank
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Property / author: Víctor J. Yohai / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.jspi.2007.11.003 / rank
 
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Property / OpenAlex ID: W2032562109 / rank
 
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Property / cites work
 
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Latest revision as of 08:50, 10 December 2024

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Robust estimates for GARCH models
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    Robust estimates for GARCH models (English)
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    6 August 2008
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    M-estimates
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    outliers
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