Detection of Patches of Outliers in Stochastic Volatility Processes; Detection of Patches of Outliers in Stochastic Volatility Processes.
Motta, Anderson C.O.; Hotta, Luiz K.
São Paulo Journal of Mathematical Sciences; v. 8 n. 2 (2014); 169-191Universidade de São Paulo. Instituto de Matemática e Estatística 2014-12-12
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