Matches in SemOpenAlex for { <https://semopenalex.org/work/W2114623802> ?p ?o ?g. }
Showing items 1 to 98 of
98
with 100 items per page.
- W2114623802 endingPage "144" @default.
- W2114623802 startingPage "126" @default.
- W2114623802 abstract "Abstract An outlier detection procedure in the lognormal logarithmic conditional autoregressive range (lognormal Log‐CARR) model is proposed. The proposed test statistic is demonstrated to be well‐sized and to have good power using Monte Carlo simulations. Furthermore, the outlier detection procedure suffers less from the masking effect caused by multiple outliers. The results of an empirical investigation show that the proposed method can effectively detect volatility outliers and improve forecasting accuracy." @default.
- W2114623802 created "2016-06-24" @default.
- W2114623802 creator A5036096963 @default.
- W2114623802 creator A5048843799 @default.
- W2114623802 creator A5089753124 @default.
- W2114623802 date "2014-12-02" @default.
- W2114623802 modified "2023-10-03" @default.
- W2114623802 title "Outlier Detection in the Lognormal Logarithmic Conditional Autoregressive Range Model" @default.
- W2114623802 cites W1583679638 @default.
- W2114623802 cites W1768900970 @default.
- W2114623802 cites W1967873618 @default.
- W2114623802 cites W1970694313 @default.
- W2114623802 cites W1995220007 @default.
- W2114623802 cites W1996480982 @default.
- W2114623802 cites W2023286212 @default.
- W2114623802 cites W2032562109 @default.
- W2114623802 cites W2034392244 @default.
- W2114623802 cites W2040503026 @default.
- W2114623802 cites W2050238052 @default.
- W2114623802 cites W2050902901 @default.
- W2114623802 cites W2068138154 @default.
- W2114623802 cites W2069964730 @default.
- W2114623802 cites W2078368457 @default.
- W2114623802 cites W2083633943 @default.
- W2114623802 cites W2084097819 @default.
- W2114623802 cites W3124216392 @default.
- W2114623802 cites W3125540297 @default.
- W2114623802 cites W3125666236 @default.
- W2114623802 cites W3125722587 @default.
- W2114623802 cites W3147777389 @default.
- W2114623802 cites W4214712351 @default.
- W2114623802 cites W4250638111 @default.
- W2114623802 cites W4252566787 @default.
- W2114623802 doi "https://doi.org/10.1111/obes.12081" @default.
- W2114623802 hasPublicationYear "2014" @default.
- W2114623802 type Work @default.
- W2114623802 sameAs 2114623802 @default.
- W2114623802 citedByCount "4" @default.
- W2114623802 countsByYear W21146238022019 @default.
- W2114623802 countsByYear W21146238022020 @default.
- W2114623802 countsByYear W21146238022021 @default.
- W2114623802 crossrefType "journal-article" @default.
- W2114623802 hasAuthorship W2114623802A5036096963 @default.
- W2114623802 hasAuthorship W2114623802A5048843799 @default.
- W2114623802 hasAuthorship W2114623802A5089753124 @default.
- W2114623802 hasConcept C105795698 @default.
- W2114623802 hasConcept C127413603 @default.
- W2114623802 hasConcept C134306372 @default.
- W2114623802 hasConcept C146978453 @default.
- W2114623802 hasConcept C149782125 @default.
- W2114623802 hasConcept C151620405 @default.
- W2114623802 hasConcept C154945302 @default.
- W2114623802 hasConcept C159877910 @default.
- W2114623802 hasConcept C19499675 @default.
- W2114623802 hasConcept C204323151 @default.
- W2114623802 hasConcept C33923547 @default.
- W2114623802 hasConcept C39927690 @default.
- W2114623802 hasConcept C41008148 @default.
- W2114623802 hasConcept C739882 @default.
- W2114623802 hasConcept C79337645 @default.
- W2114623802 hasConcept C89128539 @default.
- W2114623802 hasConceptScore W2114623802C105795698 @default.
- W2114623802 hasConceptScore W2114623802C127413603 @default.
- W2114623802 hasConceptScore W2114623802C134306372 @default.
- W2114623802 hasConceptScore W2114623802C146978453 @default.
- W2114623802 hasConceptScore W2114623802C149782125 @default.
- W2114623802 hasConceptScore W2114623802C151620405 @default.
- W2114623802 hasConceptScore W2114623802C154945302 @default.
- W2114623802 hasConceptScore W2114623802C159877910 @default.
- W2114623802 hasConceptScore W2114623802C19499675 @default.
- W2114623802 hasConceptScore W2114623802C204323151 @default.
- W2114623802 hasConceptScore W2114623802C33923547 @default.
- W2114623802 hasConceptScore W2114623802C39927690 @default.
- W2114623802 hasConceptScore W2114623802C41008148 @default.
- W2114623802 hasConceptScore W2114623802C739882 @default.
- W2114623802 hasConceptScore W2114623802C79337645 @default.
- W2114623802 hasConceptScore W2114623802C89128539 @default.
- W2114623802 hasIssue "1" @default.
- W2114623802 hasLocation W21146238021 @default.
- W2114623802 hasOpenAccess W2114623802 @default.
- W2114623802 hasPrimaryLocation W21146238021 @default.
- W2114623802 hasRelatedWork W1885339188 @default.
- W2114623802 hasRelatedWork W2584567774 @default.
- W2114623802 hasRelatedWork W2953128435 @default.
- W2114623802 hasRelatedWork W2985965285 @default.
- W2114623802 hasRelatedWork W302336021 @default.
- W2114623802 hasRelatedWork W3122068549 @default.
- W2114623802 hasRelatedWork W3191569728 @default.
- W2114623802 hasRelatedWork W4382243759 @default.
- W2114623802 hasRelatedWork W4386752896 @default.
- W2114623802 hasRelatedWork W2993795356 @default.
- W2114623802 hasVolume "78" @default.
- W2114623802 isParatext "false" @default.
- W2114623802 isRetracted "false" @default.
- W2114623802 magId "2114623802" @default.
- W2114623802 workType "article" @default.