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Bounded influence estimator for GARCH models : evidence from foreign exchange rates
Li, Jinliang
;
Kao, Chihwa
;
Zhang, Wei
- In:
Applied economics
42
(
2010
)
10/12
,
pp. 1437-1445
Persistent link: https://www.econbiz.de/10008658420
Saved in:
2
Bounded influence estimator for GARCH models: evidence from foreign exchange rates
Li, Jinliang
;
Kao, Chihwa
;
Zhang, Wei David
- In:
Applied economics
42
(
2010
)
11
,
pp. 1437-1446
Persistent link: https://www.econbiz.de/10008419347
Saved in:
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