TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS
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Publication:4917229
DOI10.1017/S0266466612000217zbMath1261.91039MaRDI QIDQ4917229
Publication date: 29 April 2013
Published in: Econometric Theory (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B84: Economic time series analysis
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