Assessment of Local Influence in GARCH Processes
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Publication:4828183
DOI10.1046/j.0143-9782.2003.00351.xzbMath1051.62092OpenAlexW3122579350MaRDI QIDQ4828183
Publication date: 24 November 2004
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1046/j.0143-9782.2003.00351.x
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