Bayesian influence diagnostics for a multivariate GARCH model (Q7026523)
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scientific article; zbMATH DE number 7985395
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| English | Bayesian influence diagnostics for a multivariate GARCH model |
scientific article; zbMATH DE number 7985395 |
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Bayesian influence diagnostics for a multivariate GARCH model (English)
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18 February 2025
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Bayesian local influence
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Bayesian perturbation schemes
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DCC-GARCH model
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influential observation
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