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