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Bayesian case influence analysis for GARCH models based on Kullback–Leibler divergence

Crossref DOI link: https://doi.org/10.1016/j.jkss.2016.05.002

Published Print: 2016-12

Update policy: https://doi.org/10.1016/elsevier_cm_policy

Authors

Hao, Hong-Xia

Lin, Jin-Guan

Wang, Hong-Xia

Huang, Xing-Fang
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Article Title: Bayesian case influence analysis for GARCH models based on Kullback–Leibler divergence

Journal Title: Journal of the Korean Statistical Society

CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.jkss.2016.05.002

Content Type: article

Copyright: © 2016 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.