Author: Holman, Glen
Similar Items: Normality of JSE Returns: Macro-outliers, Micro-outliers: an Empirical Evaluation
- Multiple outlier detection and cluster analysis of multivariate normal data
- Detection and down-weighting of outliers in non-normal data: theory and application
- Short-term return reversion on the JSE
- Outliers and influence under arbitrary variance
- Regression methods in the presence of heteroscedasticity and outliers
- Quality factors explaining returns on the FTSE/JSE All-Share