Influential observations in GARCH models (Q4925438)
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scientific article; zbMATH DE number 6174342
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| default for all languages | No label defined |
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| English | Influential observations in GARCH models |
scientific article; zbMATH DE number 6174342 |
Statements
Influential observations in GARCH models (English)
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12 June 2013
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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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0.8791390061378479
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0.8672196865081787
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0.8373131155967712
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0.8160025477409363
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0.7823516726493835
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