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




More intriguing information

1. The name is absent
2. The name is absent
3. Long-Term Capital Movements
4. A Study of Adult 'Non-Singers' In Newfoundland
5. Ein pragmatisierter Kalkul des naturlichen Schlieβens nebst Metatheorie
6. The name is absent
7. Philosophical Perspectives on Trustworthiness and Open-mindedness as Professional Virtues for the Practice of Nursing: Implications for he Moral Education of Nurses
8. O funcionalismo de Sellars: uma pesquisa histδrica
9. Recognizability of Individual Creative Style Within and Across Domains: Preliminary Studies
10. The Shepherd Sinfonia