Influence diagnostics for multivariate GARCH processes

Jonathan Graeme Dark, Xibin Zhang, Nan Qu

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

6 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

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AU - Zhang, Xibin

AU - Qu, Nan

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