Work

A general approach for Bayesian case influence analysis in GARCH models

Year: 2026

Type: article

Source: Communications in Statistics - Simulation and Computation

DOI: 10.1080/03610918.2026.2713760

Authors: Natan Hilario da Silva, Adriano Kamimura Suzuki, Josemar Rodrigues, Vicente Garibay Cancho, Narayanaswamy Balakrishnan

Institutions: Universidade Federal de São Carlos, Universidade de São Paulo, McMaster University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Fundação de Amparo à Pesquisa do Estado de São Paulo, Conselho Nacional de Desenvolvimento Científico e Tecnológico

Awards: G2741730985, G857883489, G8831027357

OpenAlex ID: W7203634987

FWCI:

Cites: 26

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