Browsing Preprint by Author "Faculty of Science and Technology, Quest International University, 30250 Ipoh, Perak"

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Outliers Detection using Impulse Indicator Saturation approach: Monte Carlo Simulations and Empirical Applications in Shariah Compliant Stock Indices

Zamani Bin Che Rose, Farid; Tahir Bin Ismail, Mohd; Aqilah Khadijah Binti Rosili, Nur (2021-08-18)

The existence of outliers in time series may have a pernicious effect on the estimation of economic and financial signals. Structural changes caused by outliers may reduce the estimated time series model's accuracy and ...

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