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Influence in stochastic volatility models - MaRDI portal

Influence in stochastic volatility models (Q2910559)

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scientific article; zbMATH DE number 6080839
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Influence in stochastic volatility models
scientific article; zbMATH DE number 6080839

    Statements

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    11 September 2012
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    influence in stochastic volatility models
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    outliers in stochastic volatility models
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    influential observations
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    influential observations in SV models
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    Influence in stochastic volatility models (English)
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