Stepwise local influence in generalized autoregressive conditional heteroskedasticity models (Q5130157)
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scientific article; zbMATH DE number 7269556
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stepwise local influence in generalized autoregressive conditional heteroskedasticity models |
scientific article; zbMATH DE number 7269556 |
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Stepwise local influence in generalized autoregressive conditional heteroskedasticity models (English)
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4 November 2020
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stepwise local influence
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GARCH models
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perturbation schemes
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influential observations
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masking effects
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