Bounded influence estimator for GARCH models: evidence from foreign exchange rates
| Year of publication: |
2010
|
|---|---|
| Authors: | Li, Jinliang ; Kao, Chihwa ; Zhang, Wei David |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 42.2010, 11, p. 1437-1446
|