Influence diagnostics for multivariate GARCH processes Journal Articles Refereed uri icon

Overview

Published in

  • Journal of Time Series Analysis

Time

Date/time value

  • 2010

Identity

Digital Object Identifier (DOI)

  • 10.1111/j.1467-9892.2010.00662.x

Additional Document Info

Parent Title

  • JOURNAL OF TIME SERIES ANALYSIS

Volume

  • 31

Issue

  • 4

Publisher

  • Blackwell Publishers