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Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S.
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1999
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Persistent link: https://www.econbiz.de/10001388258
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Latest developments on heavy-tailed distributions
Paolella, Marc S.
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2013
Persistent link: https://www.econbiz.de/10009706160
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Dependence modeling with applications in financial econometrics
Kurz, Malte Simon
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2018
Persistent link: https://www.econbiz.de/10012164590
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