How can I apply the Robust Outlier Detection (LLP) method for financial time series ?

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Aon Waqas Awan

https://www.econstor.eu/dspace/bitstream/10419/86376/1/05-092.pdf

Have a view on it, hope it will help you

Muhammad irfan Malik

I need the codes of this outliers detection method. I just wants to apply this method and compare its performance with other available method for detection and correction of outliers in financial time series data.

Irfan