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Detecting outliers in multivariate volatility models: a wavelet procedure
Articles
Overview
Overview
authors
GRANE CHAVEZ, AUREA
MARTIN BARRAGAN, BELEN
Veiga, Helena
published in
SORT-Statistics and Operations Research Transactions
Journal
publication date
June 2019
start page
289
end page
316
issue
2
volume
43
Digital Object Identifier (DOI)
https://doi.org/10.2436/20.8080.02.89
International Standard Serial Number (ISSN)
1696-2281
Electronic International Standard Serial Number (EISSN)
2013-8830