Outlyingness weighted covariation
| Authors: | BOUDT, Kris ; CROUX, Christophe ; LAURENT, Sébastien |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Journal of Financial Econometrics, 9(4), 657-684, 2011 Number 2443 |
| Other identifiers: | 10.1093/jjfinec/nbr003 [DOI] |
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Persistent link: https://www.econbiz.de/10010675396