Outlyingness weighted covariation

K.M.R. Boudt, C. Croux, S. Laurent

Research output: Contribution to Journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	657-684
Journal	Journal of Financial Econometrics
Volume	9
Issue number	4
DOIs	https://doi.org/10.1093/jjfinec/nbr003
Publication status	Published - 2011

Access to Document

@article{9862f7dc07754e85a954e6104b24a23c,

title = "Outlyingness weighted covariation",

author = "K.M.R. Boudt and C. Croux and S. Laurent",

year = "2011",

doi = "10.1093/jjfinec/nbr003",

language = "English",

volume = "9",

pages = "657--684",

journal = "Journal of Financial Econometrics",

issn = "1479-8409",

publisher = "Oxford University Press",

number = "4",

}