Detecting Outliers in Multivariate Volatility Models: A Wavelet Procedure

AuthID
 P-00R-PDC
3
Author(s)
Grane, A
·
Martin Barragan, B
·
Tipo de Documento
Article
Year published
2019
Publicado
in SORT-STATISTICS AND OPERATIONS RESEARCH TRANSACTIONS, ISSN: 1696-2281
Volume: 43, Número: 2, Páginas: 289-315 (27)
Indexing
Wos®
Google Scholar®
Publication Identifiers
Wos: WOS:000510397400005
Source Identifiers
ISSN: 1696-2281
Export Publication Metadata
Lista Marked
 Adicionar à lista Marked
Citações
Oops! It looks like you don't have access to this content.

This section is restricted to uses with b-on access.

CORE Conference
No information about CORE Rank

During the preprocessing phase, only publications of type 'Proceedings Paper' or 'Proceedings' are automatically processed to identify their CORE Rank.

TIP: If your publication's CORE Rank is missing, you can contact with your institutional manager to have the correct ranking manually added to the record.

Journal Factors
Oops! It looks like you don't have access to this content.

This section is restricted to uses with b-on access.

Full Text
Full Text @ sfx.b-on.pt

Um espaço para investigadores e suas Instituições

Links Úteis

Ajuda

© 2026 CRACS & Inesc TEC - All Rights Reserved Política de Privacidade | Terms of Service