Assessment of Local Influence in GARCH Processes (Q4828183)
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scientific article; zbMATH DE number 2118745
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Assessment of Local Influence in GARCH Processes |
scientific article; zbMATH DE number 2118745 |
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Assessment of Local Influence in GARCH Processes (English)
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24 November 2004
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local influence
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GARCH processes
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Lagrange multilier test
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pseudo-likelihood
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