Detecting Outliers in Multivariate Volatility Models: A Wavelet Procedure

AuthID
 P-00R-PDC
3
Author(s)
Grane, A
·
Martin Barragan, B
·
Document Type
Article
Year published
2019
Published
in SORT-STATISTICS AND OPERATIONS RESEARCH TRANSACTIONS, ISSN: 1696-2281
Volume: 43, Issue: 2, Pages: 289-315 (27)
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Publication Identifiers
Wos: WOS:000510397400005
Source Identifiers
ISSN: 1696-2281
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