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~isPartOf:"Journal of econometrics"
~person:"Kreiß, Jens-Peter"
~person:"Mikosch, Thomas"
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Kreiß, Jens-Peter
Mikosch, Thomas
Cribben, Ivor
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Davis, Richard A.
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Vries, Casper G. de
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Journal of econometrics
Stochastic Processes and their Applications
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Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen
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Heavy tails of OLS
Mikosch, Thomas
;
Vries, Casper G. de
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 205-221
Persistent link: https://www.econbiz.de/10009706208
Saved in:
2
Heavy tails of OLS
Mikosch, Thomas
;
de Vries, Casper G.
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 205-221
Persistent link: https://www.econbiz.de/10010063349
Saved in:
3
Towards estimating extremal serial dependence via the bootstrapped extremogram
Davis, Richard A.
;
Mikosch, Thomas
;
Cribben, Ivor
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 142-152
Persistent link: https://www.econbiz.de/10009673126
Saved in:
4
Towards estimating extremal serial dependence via the bootstrapped extremogram
Davis, Richard A.
;
Mikosch, Thomas
;
Cribben, Ivor
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 142-153
Persistent link: https://www.econbiz.de/10009996208
Saved in:
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