Outlyingness weighted covariation.

Kris Boudt, Christophe Croux, S. Laurent

Research output: Contribution to journalArticlepeer-review

41 Citations (Scopus)
Original languageEnglish
Pages (from-to)657-684
Number of pages28
JournalJournal of Financial Econometrics
Volume9
Publication statusPublished - 2011

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