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Identifying multiple outliers in heavy-tailed distributions with an application to market crashes

✍ Scribed by Christian Schluter; Mark Trede

Book ID: 116641650
Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 543 KB
Volume: 15
Category: Article
ISSN: 0927-5398
DOI: 10.1016/j.jempfin.2007.10.003

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