Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence (Q334843)
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scientific article; zbMATH DE number 6646464
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| English | Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence |
scientific article; zbMATH DE number 6646464 |
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Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence (English)
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1 November 2016
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Bayesian case influence
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GARCH models
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Kullback-Leibler divergence
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0.88420254
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0.87766033
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0.8758036
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0.86760753
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0.8650219
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0.86148703
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