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~isPartOf:"Cambridge working papers in economics"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Statistische Verteilung"
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1
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
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2
Sharing asymmetric tail risk smoothing, asset pricing and terms of trade
Corsetti, Giancarlo
;
Lipińska, Anna
;
Lombardo, Giovanni
-
2021
Persistent link: https://www.econbiz.de/10013259540
Saved in:
3
Simple nonparametric estimators for the bid-ask spread in the role model
Safronov, Mikhail
;
Linton, Oliver
;
Schneeberger, Stefan
-
2016
Persistent link: https://www.econbiz.de/10011455993
Saved in:
4
What proportion of time is a particular market inefficient? : analysing market efficiency when equity prices follow threshold autoregressions
Ahmed, Muhammad Farid
;
Satchell, Stephen
-
2016
Persistent link: https://www.econbiz.de/10011456022
Saved in:
5
Volatility modeling with a generalized t-distribution
Harvey, Andrew C.
;
Lange, Rutger-Jan
-
2015
Persistent link: https://www.econbiz.de/10011285967
Saved in:
6
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
-
2014
Persistent link: https://www.econbiz.de/10010504846
Saved in:
7
Inefficiency persistence and heterogeneity in Colombian electricity distribution utilities
Galán, Jorge E.
;
Pollitt, Michael G.
-
2014
Persistent link: https://www.econbiz.de/10010405564
Saved in:
8
Two EGARCH models and one fat tail
Caivano, Michele
;
Harvey, Andrew C.
-
2013
Persistent link: https://www.econbiz.de/10009772443
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9
Time series models with an EGB2 conditional distribution
Caivano, Michele
;
Harvey, Andrew C.
-
2013
Persistent link: https://www.econbiz.de/10009772448
Saved in:
10
EGARCH models with fat tails, skewness and leverage
Harvey, Andrew C.
;
Sucarrat, Genaro
-
2012
Persistent link: https://www.econbiz.de/10009579884
Saved in:
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