{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,7]],"date-time":"2026-02-07T23:41:00Z","timestamp":1770507660274,"version":"3.49.0"},"reference-count":21,"publisher":"Informa UK Limited","issue":"3","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Journal of Business & Economic Statistics"],"published-print":{"date-parts":[[2006,7]]},"DOI":"10.1198\/073500105000000199","type":"journal-article","created":{"date-parts":[[2006,6,17]],"date-time":"2006-06-17T13:35:03Z","timestamp":1150551303000},"page":"329-337","source":"Crossref","is-referenced-by-count":11,"title":["Second-Order Filter Distribution Approximations for Financial Time Series With Extreme Outliers"],"prefix":"10.1198","volume":"24","author":[{"given":"J. Q","family":"Smith","sequence":"first","affiliation":[]},{"given":"Ant\u00f3nio A. F","family":"Santos","sequence":"additional","affiliation":[]}],"member":"301","reference":[{"key":"p_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(97)80001-2"},{"key":"p_2","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-405X(01)00055-1"},{"key":"p_3","doi-asserted-by":"publisher","DOI":"10.1198\/016214501750332965"},{"key":"p_6","doi-asserted-by":"publisher","DOI":"10.1016\/S0927-5398(99)00013-4"},{"key":"p_7","doi-asserted-by":"publisher","DOI":"10.1111\/j.0020-6598.2004.00298.x"},{"key":"p_10","doi-asserted-by":"publisher","DOI":"10.1049\/ip-rsn:19990255"},{"key":"p_11","doi-asserted-by":"publisher","DOI":"10.1162\/003465300558597"},{"key":"p_12","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/60.3.664"},{"key":"p_14","first-page":"104","volume":"11","author":"Diebold F. X.","year":"1998","journal-title":"Risk"},{"key":"p_15","first-page":"427","author":"Diebold F. X.","year":"1995","journal-title":"K. Hoover, Boston: Kluwer Academic, pp."},{"key":"p_16","doi-asserted-by":"publisher","DOI":"10.1023\/A:1008935410038"},{"key":"p_20","doi-asserted-by":"publisher","DOI":"10.2307\/2951766"},{"key":"p_21","doi-asserted-by":"publisher","DOI":"10.1198\/016214504000000151"},{"key":"p_22","first-page":"107","volume":"140","author":"Gordon N. J.","year":"1993","journal-title":"IEE Proceedings F"},{"key":"p_23","doi-asserted-by":"publisher","DOI":"10.2307\/2331150"},{"key":"p_24","doi-asserted-by":"publisher","DOI":"10.2307\/1392199"},{"key":"p_25","doi-asserted-by":"publisher","DOI":"10.2307\/2291224"},{"key":"p_27","doi-asserted-by":"publisher","DOI":"10.2307\/2669847"},{"key":"p_28","doi-asserted-by":"publisher","DOI":"10.2307\/2670179"},{"key":"p_29","first-page":"273","author":"Pitt M. K.","year":"2001","journal-title":"A. Doucet, J. F. G. de Freitas, and N. J. Gordon, New York: Springer-Verlag, pp."},{"key":"p_31","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.1994.tb00057.x"}],"container-title":["Journal of Business & Economic Statistics"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/www.tandfonline.com\/doi\/pdf\/10.1080\/10256018808623883","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2016,12,14]],"date-time":"2016-12-14T09:03:35Z","timestamp":1481706215000},"score":1,"resource":{"primary":{"URL":"http:\/\/www.tandfonline.com\/doi\/abs\/10.1198\/073500105000000199"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2006,7]]},"references-count":21,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2006,7]]}},"alternative-id":["10.1198\/073500105000000199"],"URL":"https:\/\/doi.org\/10.1198\/073500105000000199","relation":{},"ISSN":["0735-0015","1537-2707"],"issn-type":[{"value":"0735-0015","type":"print"},{"value":"1537-2707","type":"electronic"}],"subject":[],"published":{"date-parts":[[2006,7]]}}}