Bayesian Influential Diagnostics in a GARCH Model under Skew-Normal Distributions

LIU Yonghui, YAO Zhao, WANG Jing, LIU Shuangzhe

Acta Mathematicae Applicatae Sinica ›› 2025, Vol. 48 ›› Issue (3) : 415-431.

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Acta Mathematicae Applicatae Sinica ›› 2025, Vol. 48 ›› Issue (3) : 415-431. DOI: 10.20142/j.cnki.amas.202501010

Bayesian Influential Diagnostics in a GARCH Model under Skew-Normal Distributions

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2025, 48(3): 415-431 https://doi.org/10.20142/j.cnki.amas.202501010

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