A Multivariate Heavy-Tailed Distribution for ARCH/GARCH Residuals (Q3571963)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Multivariate Heavy-Tailed Distribution for ARCH/GARCH Residuals |
scientific article |
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A Multivariate Heavy-Tailed Distribution for ARCH/GARCH Residuals (English)
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30 June 2010
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