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1 Ergebnisse
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Second-Order Filter Distribution Approximations for Financi..:
Smith, J. Q
;
Santos, António A. F
Journal of Business & Economic Statistics. 24 (2006) 3 - p. 329-337 , 2006
Link:
https://doi.org/10.1198/073500105000000199
RT Journal T1 <Title>Second-Order Filter Distribution Approximations for Financial Time Series With Extreme Outliers</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1198_073500105000000199&Exemplar=1&LAN=DE A1 Smith, J. Q A1 Santos, António A. F PB Informa UK Limited YR 2006 SN 0735-0015 SN 1537-2707 JF Journal of Business & Economic Statistics VO 24 IS 3 SP 329 OP 337 LK http://dx.doi.org/https://doi.org/10.1198/073500105000000199 DO https://doi.org/10.1198/073500105000000199 SF ELIB - SuUB Bremen
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