Kurtosis Maximization for Outlier Detection in GARCH Models (Q4689056)
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scientific article; zbMATH DE number 6953997
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kurtosis Maximization for Outlier Detection in GARCH Models |
scientific article; zbMATH DE number 6953997 |
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Kurtosis Maximization for Outlier Detection in GARCH Models (English)
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12 October 2018
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GARCH model
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kurtosis
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projection pursuit
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