Pages that link to "Item:Q6106642"
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The following pages link to Vector autoregression models with skewness and heavy tails (Q6106642):
Displaying 5 items.
- Heavy tails of OLS (Q528137) (← links)
- Rare shocks vs. non-linearities: what drives extreme events in the economy? Some empirical evidence (Q1655557) (← links)
- (Q3099635) (← links)
- The skewness of mean-variance normal mixtures (Q6183690) (← links)
- Multivariate unified skew-\(t\) distributions and their properties (Q6596171) (← links)