Robust outlier detection for Asia-Pacific stock index returns
Thierry Ané, Loredana Ureche-Rangau, Jean-Benoît Gambet, Julien Bouverot
| Year of publication: |
2008
|
|---|---|
| Authors: | Ané, Thierry ; Ureche-Rangau, Loredana ; Gambet, Jean-Benoît ; Bouverot, Julien |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 18.2008, 4, p. 326-343
|
| Subject: | ARCH-Modell | ARCH model | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Volatilität | Volatility | Asiatisch-pazifischer Raum | Asia-Pacific region |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003727941