Work

A Bounded Influence Estimation and Outlier Detection for ARCH/GARCH Models With an Application to Foreign Exchange Rates

Year: 2002

Type: article

Author: Jinliang Li

Institution: Northeastern University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2107031722

FWCI:

Cites: 72

Cited by: 2

Related to: 10