Influential observations in GARCH models (Q4925438)

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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

    title
    Influential observations in GARCH models (English)
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    author
    Mauricio Zevallos
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    Luiz Koodi Hotta
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    publication date
    12 June 2013
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    zbMATH Keywords
    local influence
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    volatility
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    sensitivity
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    Student-\(t\)
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    NYSE
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62J20
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    62P05
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    zbMATH DE Number
    6174342
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