Influence diagnostics for multivariate GARCH processes

Jonathan Graeme Dark, Xibin Zhang, Nan Qu

Research output: Contribution to journal › Article › Research › peer-review

5 Citations (Scopus)

Original language	English
Pages (from-to)	278 - 291
Number of pages	14
Journal	Journal of Time Series Analysis
Volume	31
Issue number	4
DOIs	https://doi.org/10.1111/j.1467-9892.2010.00662.x
Publication status	Published - 2010

Access to Document

@article{212d219d74504156866c75f28f03886c,

title = "Influence diagnostics for multivariate GARCH processes",

author = "Dark, {Jonathan Graeme} and Xibin Zhang and Nan Qu",

year = "2010",

doi = "10.1111/j.1467-9892.2010.00662.x",

language = "English",

volume = "31",

pages = "278 -- 291",

journal = "Journal of Time Series Analysis",

issn = "0143-9782",

publisher = "Wiley-Blackwell",

number = "4",

}