Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes
Year of publication: |
2005
|
---|---|
Authors: | Zhang, Xibin ; King, Maxwell L. |
Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 23.2005, January, p. 118-129
|
Publisher: |
American Statistical Association |
Saved in:
Online Resource
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