Open Access

ARTICLE

Wavelet Based Detection of Outliers in Volatility Time Series Models

Khudhayr A. Rashedi^1,2,*, Mohd Tahir Ismail¹, Abdeslam Serroukh³, S. Al wadi⁴

1 School of Mathematical Sciences, University Sains Malaysia, Minden, Penang, 11800, Malaysia
2 Faculty of Science, University of Ha’il, Hail, 81451, Kingdom of Saudi Arabia
3 Polydisciplinary Faculty of Larache, University Abdelmalek Essaadi, Tetouan, Morocco
4 Department of Risk Management and Insurance, Faculty of Business, The University of Jordan, Aqaba, Jordan

* Corresponding Author: Khudhayr A. Rashedi. Email: