A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data

C.S. Bos, P. Janus

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages39
Publication statusPublished - 2013

Publication series

NameTI Discussion Paper
No.13-155/III

Cite this

Bos, C. S., & Janus, P. (2013). A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data. (TI Discussion Paper; No. 13-155/III). Amsterdam: Tinbergen Institute.
Bos, C.S. ; Janus, P. / A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data. Amsterdam : Tinbergen Institute, 2013. (TI Discussion Paper; 13-155/III).
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Bos, CS & Janus, P 2013 'A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data' TI Discussion Paper, no. 13-155/III, Tinbergen Institute, Amsterdam.

A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data. / Bos, C.S.; Janus, P.

Amsterdam : Tinbergen Institute, 2013. (TI Discussion Paper; No. 13-155/III).

Research output: Working paperProfessional

TY - UNPB

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AU - Bos, C.S.

AU - Janus, P.

PY - 2013

Y1 - 2013

M3 - Working paper

T3 - TI Discussion Paper

BT - A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data

PB - Tinbergen Institute

CY - Amsterdam

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Bos CS, Janus P. A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data. Amsterdam: Tinbergen Institute. 2013. (TI Discussion Paper; 13-155/III).