Influence diagnostics in generalized autoregressive conditional heteroscedasticity processes

Research output: Contribution to journalArticleResearchpeer-review

27 Citations (Scopus)
Original languageEnglish
Pages (from-to)118 - 129
Number of pages12
JournalJournal of Business and Economic Statistics
Volume23
Issue number1
DOIs
Publication statusPublished - 2005

Cite this

@article{2705eea31de243ca8377fc6f8cb2ab8c,
title = "Influence diagnostics in generalized autoregressive conditional heteroscedasticity processes",
author = "Xibin Zhang and King, {Maxwell Leslie}",
year = "2005",
doi = "10.1198/073500104000000217",
language = "English",
volume = "23",
pages = "118 -- 129",
journal = "Journal of Business and Economic Statistics",
issn = "0735-0015",
publisher = "Taylor & Francis",
number = "1",

}

Influence diagnostics in generalized autoregressive conditional heteroscedasticity processes. / Zhang, Xibin; King, Maxwell Leslie.

In: Journal of Business and Economic Statistics, Vol. 23, No. 1, 2005, p. 118 - 129.

Research output: Contribution to journalArticleResearchpeer-review

TY - JOUR

T1 - Influence diagnostics in generalized autoregressive conditional heteroscedasticity processes

AU - Zhang, Xibin

AU - King, Maxwell Leslie

PY - 2005

Y1 - 2005

U2 - 10.1198/073500104000000217

DO - 10.1198/073500104000000217

M3 - Article

VL - 23

SP - 118

EP - 129

JO - Journal of Business and Economic Statistics

JF - Journal of Business and Economic Statistics

SN - 0735-0015

IS - 1

ER -