A quantile-based realized measure of variation : new tests for outlying observations in financial data

Charles S. Bos; Pawel Janus

Year of publication:	2013
Authors:	Bos, Charles S. ; Janus, Paweł
Publisher:	Rotterdam
Subject:	Finite activity jumps \| Higher order moments \| Order statistics \| Outliers \| Realized variation \| Wahrscheinlichkeitsrechnung \| Probability theory \| Zeitreihenanalyse \| Time series analysis \| Statistischer Test \| Statistical test \| Schätztheorie \| Estimation theory

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