Assessment of local influence in GARCH processes

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12 Citations (Scopus)

Original language	English
Pages (from-to)	301 - 313
Number of pages	13
Journal	Journal of Time Series Analysis
Volume	25
Issue number	2
DOIs	https://doi.org/10.1046/j.0143-9782.2003.00351.x
Publication status	Published - 2004

Access to Document

@article{b29f919203e6411c9ecb098c0ad1bd08,

title = "Assessment of local influence in GARCH processes",

author = "Xibin Zhang",

year = "2004",

doi = "10.1046/j.0143-9782.2003.00351.x",

language = "English",

volume = "25",

pages = "301 -- 313",

journal = "Journal of Time Series Analysis",

issn = "0143-9782",

publisher = "Wiley-Blackwell",

number = "2",

}