Intelligent techniques for the identification of outliers in financial time series.

Intelligent techniques for the identification of outliers in financial time series.

In our work, we study two special cases, innovational outliers and additive outliers.

Bibliographic Details
Main Authors: Chiah, Hwee Seong., Showbhik Kalra., Tan, Harry Hay Leng.
Other Authors: Saw, Sutaip Leng Chooi
Format: Thesis
Language:English
Published: 2008
Subjects:
DRNTU::Business::Finance::Mathematical finance
Online Access:http://hdl.handle.net/10356/7166
Description
Summary:In our work, we study two special cases, innovational outliers and additive outliers.

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