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