Influence diagnostics in generalized autoregressive conditional heteroscedasticity processes

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

Original language	English
Pages (from-to)	118 - 129
Number of pages	12
Journal	Journal of Business and Economic Statistics
Volume	23
Issue number	1
DOIs	https://doi.org/10.1198/073500104000000217
Publication status	Published - 2005

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@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",

}

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 -