Influence diagnostics in generalized autoregressive conditional heteroscedasticity processes
Xibin Zhang and Maxwell L. King
| Year of publication: |
2005
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|---|---|
| Authors: | Zhang, Xibin ; King, Maxwell L. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 23.2005, 1, p. 118-129
|
| Subject: | influence analysis | curvature | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002584030