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~accessRights:"free"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"IHS economics series : working paper"
~language:"eng"
~person:"Janus, Paweł"
~subject:"Stochastic process"
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Janus, Paweł
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Discussion paper / Tinbergen Institute
IHS economics series : working paper
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Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
-
2011
Persistent link: https://www.econbiz.de/10009720703
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