Search Results (All Fields:"Outliers", Keywords:"Economía")

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González-Sánchez, Mariano . (2021) Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets.  3.51 65 16
González-Sánchez, Mariano . (2022) Factorial asset pricing models using statistical anomalies.  3.11 49 15
González-Sánchez, Mariano y Nave Pineda, Juan M. . (2023) Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement.  3.02 57 22