A quantile-based realized measure of variation : new tests for outlying observations in financial data
Charles S. Bos; Pawel Janus
| Year of publication: |
2013
|
|---|---|
| Authors: | Bos, Charles S. ; Janus, Paweł |
| Publisher: |
Rotterdam |
| Subject: | Finite activity jumps | Higher order moments | Order statistics | Outliers | Realized variation | Wahrscheinlichkeitsrechnung | Probability theory | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
freely available
| Extent: | Online-Ressource (37 S.) graph. Darst. |
|---|---|
| Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.] : [Verlag nicht ermittelbar], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. 2013,155 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/87335 [Handle] |
| Classification: | C10 - Econometric and Statistical Methods: General. General ; C12 - Hypothesis Testing ; G12 - Asset Pricing |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010191207