Influence diagnostics for multivariate GARCH processes
Work
Year: 2010
Type: article
Source: Journal of Time Series Analysis
Authors Jonathan Dark, Xibin Zhang, Nan Qu
Cites: 33
Cited by: 9
Related to: 10
FWCI: 0.273
Citation percentile (by year/subfield): 78.46
Subfield: Finance
Domain: Social Sciences
Open Access status: closed