Outlier detection in the lognormal logarithmic conditional autoregressive range model
Min-Hsien Chiang, Ray Yeutien Chou and Li-Min Wang
| Year of publication: |
February 2016
|
|---|---|
| Authors: | Chiang, Min-Hsien ; Chou, Ray Yeutien ; Wang, Li-Min |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 78.2016, 1, p. 126-144
|
| Subject: | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis | USA | United States | Volatilität | Volatility | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/obes.12081 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011494656