Second Order Filter Distribution Approximations for Financial Time Series with Extreme Outlier



provided by Research Papers in Economics


Faculdade de Economia da Universidade de Coimbra

Grupo de Estudos Monetarios e Financeiros (GEMF)
Av. Dias da Silva, 165 - 3004-512 COIMBRA, PORTUGAL
[email protected]
http://gemf.fe.uc.pt

J. Q. SMITH e ANTONIO A. F. SANTOS

Second Order Filter Distribution
Approximations for Financial Time Series
with Extreme Outliers

ESTUDOS DO GEMF

N.° 3                                    2003

publicaçâo Co-Financiada pela

FUNDAÇÂO PARA A CIÊNCIA E TECNOLOGIA




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