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thick tails
Thick tails
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1
Nonlinearity, Nonstationarity, and
Thick
Tails
: How They Interact to Generate Persistency in Memory
Miller, J. Isaac
;
Park, Joon Y.
-
Economics Department, University of Missouri
-
2008
or variances. These three nonstandard characteristics: nonlinearity, nonstationarity, and
thick
tails
interact to …
Persistent link: https://www.econbiz.de/10005628014
Saved in:
2
Nonlinearity, Nonstationarity, and
Thick
Tails
: How They Interact to Generate Persistency in Memory
Park, Joon Y.
;
Miller, J. Isaac
-
Econometric Society
-
2004
means or variances. In particular, we show how nonlinearity, nonstationarity, and
thick
tails
interact to generate …
Persistent link: https://www.econbiz.de/10005342217
Saved in:
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