Work

Kurtosis-based projection pursuit for outlier detection in financial time series

Year: 2019

Type: article

Source: European Journal of Finance

DOI: 10.1080/1351847x.2019.1647864

Author: Nicola Loperfido

Institution: University of Urbino

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2964952648

FWCI: 5.455

Cites: 57

Cited by: 42

Related to: 10