Bayesian influence diagnostics for a multivariate GARCH model

DOI10.1007/S00362-024-01649-8MaRDI QIDQ7026523zbMATH OpenFDO

Authors Zhao Yao

Publication date 18 February 2025

Published in Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

influential observationBayesian local influenceDCC-GARCH modelBayesian perturbation schemes

Mathematics Subject Classification ID

Statistics (62-XX)

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