@article{nonparametriccumulantsapproachforoutlier,
  title = {Non-parametric cumulants approach for outlier detection of multivariate financial data},
  author = {Francesco Cesarone and Rosella Giacometti and Jacopo Maria Ricci},
  year = {2023},
  eprint = {2305.10911},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2305.10911v1},
}