TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS
| Year of publication: |
2012
|
|---|---|
| Authors: | Fasen, Vicky |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 29.2012, 1 (21.5.), p. 28-67
|