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Volumn 18, Issue 4, 2008, Pages 326-343

Robust outlier detection for Asia-Pacific stock index returns

Author keywords

GARCH; Outliers; Volatility forecast

Indexed keywords


EID: 44649159483     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2007.03.001     Document Type: Article
Times cited : (31)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.