Wavelet-based detection of outliers in financial time series
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- Milda Norkute, 2015. "Can the sectoral New Keynesian Phillips curve explain inflation dynamics in the Euro Area?," Empirical Economics, Springer, vol. 49(4), pages 1191-1216, December.
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More about this item
KeywordsOutliers Outlier patches Prediction intervals Volatility models Wavelets;
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