Second-Order Filter Distribution Approximations for Financial Time Series with Extreme Outliers

AuthID
 P-004-JWG
2
Author(s)
Smith, JQ
·
Document Type
Article
Year published
2006
Published
in JOURNAL OF BUSINESS & ECONOMIC STATISTICS, ISSN: 0735-0015
Volume: 24, Issue: 3, Pages: 329-337 (9)
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Scopus®
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Publication Identifiers
Scopus: 2-s2.0-33746367735
Wos: WOS:000238669900007
Source Identifiers
ISSN: 0735-0015
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