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Estimating the density tail index for financial time series
Kearns, Phillip, (1997)
A generalized parametric exponential family approach to modelling the distribution of exchange rate movements
Martin, Vance, (1991)
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan, (1997)
Time Series Analysis
Hamilton, James D., (1994)
The daily market for federal funds
Hamilton, James D., (1995)
The supply and demand for federal reserve deposits
Hamilton, James D., (1997)