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type_genre:"No longer published / No longer aquired"
type_genre:"Working Paper"
~isPartOf:"Cambridge working papers in economics"
~subject:"Statistical distribution"
~type_genre:"Book section"
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Search: subject_exact:"Estimation theory"
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Cambridge working papers in economics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Robustness in econometrics
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Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
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Two EGARCH models and one fat tail
Caivano, Michele
;
Harvey, Andrew C.
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2013
Persistent link: https://www.econbiz.de/10009772443
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2
EGARCH models with fat tails, skewness and leverage
Harvey, Andrew C.
;
Sucarrat, Genaro
-
2012
Persistent link: https://www.econbiz.de/10009579884
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3
Filtering with heavy tails
Harvey, Andrew C.
;
Luati, Alessandra
-
2012
Persistent link: https://www.econbiz.de/10009737948
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