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Applied Economics Letters Volume 7, 2000 - Issue 8

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Original Articles

An outlier analysis of the Hong Kong stock market index

Iris Yeung Department of Management Sciences, City University of Hong Kong, 83, Tat Chee Avenue, Kowloon, Hong Kong

Nelson Chiu Department of Management Sciences, City University of Hong Kong, 83, Tat Chee Avenue, Kowloon, Hong Kong

Pages 531-534 | Published online: 05 Oct 2010

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https://doi.org/10.1080/13504850050033328

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Chang , I. , Chen , C. and Tiao , G. C. 1988 . Estimation of time series parameters in the presence of outliers . Technometrics , 30 : 193 – 204 .
Web of Science ®Google Scholar
Chen , C. , Liu , L. M. and Hudak , G. B. 1990 . Outlier Detection and Adjustment in Time Series Modelling and Forecasting , Dekalb, Illinois, , USA : Scientific Computing Associates . PO Box 625, 60115
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Chen , C. and Liu , L. 1992 . Joint estimation of model parameters and outlier effects in time series . Journal of the American Statistical Association , 88 : 284 – 297 .
Web of Science ®Google Scholar

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