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zbMath1318.62278MaRDI QIDQ2910559

Luiz Koodi Hotta, Anderson C. O. Motta

Publication date: 11 September 2012

Full work available at URL: http://www.pphmj.com/abstract/6740.htm

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

influential observations influence in stochastic volatility models influential observations in SV models outliers in stochastic volatility models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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