Influential observations in GARCH models (Q4925438): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 08:08, 8 February 2024
scientific article; zbMATH DE number 6174342
Language | Label | Description | Also known as |
---|---|---|---|
English | Influential observations in GARCH models |
scientific article; zbMATH DE number 6174342 |
Statements
Influential observations in GARCH models (English)
0 references
12 June 2013
0 references
local influence
0 references
volatility
0 references
sensitivity
0 references
Student-\(t\)
0 references
NYSE
0 references