Detecting outliers in multivariate volatility models: a wavelet procedure Articles uri icon

publication date

  • June 2019

start page

  • 289

end page

  • 316

issue

  • 2

volume

  • 43

International Standard Serial Number (ISSN)

  • 1696-2281

Electronic International Standard Serial Number (EISSN)

  • 2013-8830