Second-Order Filter Distribution Approximations for Financial Time Series With Extreme Outliers
| Year of publication: |
2006
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|---|---|
| Authors: | Smith, J.Q. ; Santos, Antonio A.F. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 24.2006, 3, p. 329-337
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