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
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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