DUDZIŃSKI, Marcin. Skewness-Corrected Copula-Based Outlier Detection for High-Frequency Financial Data from the Warsaw Stock Exchange. Metody Ilościowe w Badaniach Ekonomicznych, [S. l.], v. 26, n. 4, p. 165–174, 2025. DOI: 10.22630/MIBE.2025.26.4.15. Disponível em: https://qme.sggw.edu.pl/article/view/11014. Acesso em: 19 mar. 2026.