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Indirect estimation of elliptical stable distributions
Lombardi, Marco
;
Veredas, David
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2008
Persistent link: https://www.econbiz.de/10003963308
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Sample kurtosis, GARCH-t and the degrees of freedom issue
Heracleous, Maria S.
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2007
Persistent link: https://www.econbiz.de/10003963350
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Specification tests for the distribution of errors in nonparametric regression : a martingale approach
Mora, Juan
;
Pérez-Alonso, Alicia
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2007
Persistent link: https://www.econbiz.de/10003963718
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