Unconditional and conditional distributional models for the Nikkei index

DOI10.1023/A:1010016831481zbMath1153.91721MaRDI QIDQ1000455

Marc S. Paolella, Svetlozar T. Rachev, Stefan Mittnik

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Mathematics Subject Classification ID

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