Influence diagnostics for multivariate GARCH processes

Jonathan Graeme Dark, Xibin Zhang, Nan Qu

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)
Original languageEnglish
Pages (from-to)278 - 291
Number of pages14
JournalJournal of Time Series Analysis
Volume31
Issue number4
DOIs
Publication statusPublished - 2010

Cite this