Wavelet-based detection of outliers in financial time series (Q2445711): Difference between revisions

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-.1016/j.csda.2009.12.010
@@ Property / DOI: 10.1016/j.csda.2009.12.010 / rank @@
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+Generalized autoregressive conditional heteroscedasticity
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+Effects of outliers on the identification and estimation of GARCH models
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+Joint Estimation of Model Parameters and Outlier Effects in Time Series
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+Statistical Properties and Uses of the Wavelet Variance Estimator for the Scale Analysis of Time Series
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+High Breakdown Point Conditional Dispersion Estimation with Application to S &amp; P 500 Daily Returns Volatility
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+Analysis of Financial Time Series
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+Jump and sharp cusp detection by wavelets
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+Assessment of Local Influence in GARCH Processes
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@@ Property / DOI: 10.1016/J.CSDA.2009.12.010 / rank @@
+Normal rank