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Missing observations in ARIMA models: Skipping strategy versus outlier approach

14/01/1997

Missing observations in ARIMA models: Skipping strategy versus outlier approach

Series: Working Papers. 9701.

Author: Victor Gómez, Agustin Maravall and Daniel Peña

Quantitative methods

  • Exchange rates
  • Financial markets
  • Interest rates

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Missing observations in ARIMA models: Skipping strategy versus outlier approach (1 MB)
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