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

Research output: Working paper / Preprint › Working paper › Professional

Name	TI Discussion Paper
No.	13-155/III

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@techreport{e5b182f70ffe4f839572e64f53487b40,

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

author = "C.S. Bos and P. Janus",

year = "2013",

language = "English",

series = "TI Discussion Paper",

publisher = "Tinbergen Institute",

number = "13-155/III",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}