Outlyingness weighted covariation

Kris Boudt, Christophe Croux and Sébastien Laurent

No 2443, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2011-01-01
Note: In : Journal of Financial Econometrics, 9(4), 657-684, 2011
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Journal Article: Outlyingness Weighted Covariation (2011)
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