Detecting outliers in multivariate volatility models: a wavelet procedure Articles

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