Robust estimates for GARCH models (Q935425)

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scientific article
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Robust estimates for GARCH models
scientific article

    Statements

    title
    Robust estimates for GARCH models (English)
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    author
    Nora Muler
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    Víctor J. Yohai
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    publication date
    6 August 2008
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    zbMATH Keywords
    M-estimates
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    outliers
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    cites work
    Q4375681
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    Q4458419
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    Robust Statistics
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F12
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    62F35
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    65C05
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    zbMATH DE Number
    5307081
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    OpenAlex ID
    W2032562109
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