persistence of volatility and the leverage effect across metal markets taking into account the presence of outliers, and second we … outliers, outliers bias the parameters estimation of the GARCH-type models, and removing outliers improves the performance of … outliers in capturing volatility. Moreover, we find the existence of inverse leverage effect for seven metals, the leverage …

detect outliers in the Maltese Pension Schemes and Insurance datasets, which are collected by the Bank, at micro-level. The … motive behind this study is to develop an outlier detection model which can detect outliers in both short and long time …

distributional assumptions, the choice of the welfare statistics of interest, the procedure for computing them, outliers, undesirable …