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Two EGARCH models and one fat tail
Caivano, Michele
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Harvey, Andrew C.
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2013
Persistent link: https://www.econbiz.de/10009772443
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Time series models with an EGB2 conditional distribution
Caivano, Michele
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Harvey, Andrew C.
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2013
Persistent link: https://www.econbiz.de/10009772448
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