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~isPartOf:"Cambridge working papers in economics"
~person:"Cho, Jin Seo"
~person:"Dijk, Dick van"
~person:"Harvey, Andrew C."
~subject:"Schätztheorie"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Dynamic Tobit models
Harvey, Andrew C.
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Liao, Yin
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2019
Persistent link: https://www.econbiz.de/10012692647
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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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EGARCH models with fat tails, skewness and leverage
Harvey, Andrew C.
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Sucarrat, Genaro
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2012
Persistent link: https://www.econbiz.de/10009579884
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Filtering with heavy tails
Harvey, Andrew C.
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Luati, Alessandra
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2012
Persistent link: https://www.econbiz.de/10009737948
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