Slope influence diagnostics in conditional heteroscedastic time series models (Q481421)
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scientific article; zbMATH DE number 6380143
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Slope influence diagnostics in conditional heteroscedastic time series models |
scientific article; zbMATH DE number 6380143 |
Statements
Slope influence diagnostics in conditional heteroscedastic time series models (English)
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12 December 2014
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GARCH
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local influence
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outliers
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0.8864165
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0.8862737
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0.87215084
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0.8690272
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0.8677969
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