Diagnosing shocks in stock markets of Southeast-Asia, Australia, and New Zealand

DOI10.1016/S0378-4754(01)00410-4zbMath1008.91044OpenAlexW2008662910MaRDI QIDQ1614019

R. Smith

Publication date: 3 September 2002

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-4754(01)00410-4

zbMATH Keywords

outlierstime series modelsASEAN stock markets

Mathematics Subject Classification ID

Related Items (1)

A Generic Scheme for Generating Prediction Rules Using Rough Sets

Cites Work

• Joint Estimation of Model Parameters and Outlier Effects in Time Series

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