Analysis of economic time series: effects of extremal observations on testing heteroscedastic components (Q4676858): Difference between revisions
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Revision as of 17:52, 5 March 2024
scientific article; zbMATH DE number 2169395
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of economic time series: effects of extremal observations on testing heteroscedastic components |
scientific article; zbMATH DE number 2169395 |
Statements
Analysis of economic time series: effects of extremal observations on testing heteroscedastic components (English)
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20 May 2005
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GARCH models
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influential observations
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Lagrange multiplier test
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