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Second Order Filter Distribution Approximations for Financial Time Series with Extreme Outlier. (2003). Santos, Antonio ; Smith, J. Q..
In: GEMF Working Papers.
RePEc:gmf:wpaper:2003-03.

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  16. Second Order Filter Distribution Approximations for Financial Time Series with Extreme Outliers. (2005). Santos, Antonio ; Smith, J. Q..
    In: GEMF Working Papers.
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  20. Second Order Filter Distribution Approximations for Financial Time Series with Extreme Outlier. (2003). Santos, Antonio ; Smith, J. Q..
    In: GEMF Working Papers.
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