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Author: Beyaztas Ufuk
Publisher: Taylor & Francis Ltd
ISSN: 0361-0918
Source: Communications in Statistics: Simulation and Computation, Vol.42, Iss.6, 2013-07, pp. : 1256-1267
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
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Influential observations in GARCH models
By Zevallos Mauricio Hotta Luiz K.
Journal of Statistical Computation and Simulation, Vol. 82, Iss. 11, 2012-11 ,pp. :