Specification procedures for multivariate stable-Paretian laws for independent and for conditionally heteroskedastic data

DOI10.1007/S11749-023-00909-3MaRDI QIDQ6455963zbMATH OpenFDO

Authors Simos G. Meintanis, John P. Nolan, Charl Pretorius

Publication date 20 October 2023

Full work available at URL https://doi.org/10.1007/S11749-023-00909-3

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