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Modelling heavy tails and asymmetry usingARCH-type models with stable Paretian distributions

✍ Scribed by António Bruno Tavares; José Dias Curto; Gonçalo Nuno Tavares


Publisher
Springer Netherlands
Year
2007
Tongue
English
Weight
385 KB
Volume
51
Category
Article
ISSN
0924-090X

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