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  • Search: subject:"Outlier patches"
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Year of publication
Subject
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Outlier patches 1 Outliers 1 Volatility models 1 Wavelets 1
Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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English 1
Author
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Grané, Aurea 1 Veiga, Helena 1
Institution
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Departamento de Estadistica, Universidad Carlos III de Madrid 1
Published in...
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Statistics and Econometrics Working Papers 1
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RePEc 1
Showing 1 - 1 of 1
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Wavelet-based detection of outliers in volatility models
Grané, Aurea; Veiga, Helena - Departamento de Estadistica, Universidad Carlos III de … - 2009
. The Monte Carlo experiments show that our method is both very effective in detecting isolated outliers and outlier patches …
Persistent link: https://www.econbiz.de/10005111011
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