Open AccessThe Robust Estimation Method for Analyzing the Financial Time Series Data
Author(s) -
Seyoung Kim
Publication year - 2008
Publication title -
korean journal of applied statistics
Language(s) - English
Resource type - Journals
eISSN - 2383-5818
pISSN - 1225-066X
DOI - 10.5351/kjas.2008.21.4.561
Subject(s) - estimator , outlier , autoregressive conditional heteroskedasticity , econometrics , m estimator , series (stratigraphy) , robust statistics , time series , estimation , computer science , stock market , least squares function approximation , mathematics , statistics , volatility (finance) , economics , geography , biology , paleontology , context (archaeology) , management , archaeology
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