Influence diagnostics in generalized autoregressive conditional heteroscedasticity processes

Research output: Contribution to journalArticleResearchpeer-review

26 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

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