Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence (Q334843)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence |
scientific article; zbMATH DE number 6646464
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence |
scientific article; zbMATH DE number 6646464 |
Statements
Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence (English)
0 references
1 November 2016
0 references
Bayesian case influence
0 references
GARCH models
0 references
Kullback-Leibler divergence
0 references
0 references
0.88420254
0 references
0.87766033
0 references
0.8758036
0 references
0.86760753
0 references
0.8650219
0 references
0.86148703
0 references
