Latest Developments on Heavy-Tailed Distributions JOE 2013Volume 172, Issue 2, .zip
本附件包括:
- Estimation for multivariate stable distributions with generalized.pdf
- ExtendedNeymansmoothgoodness-of-fittests,appliedtocompeting.pdf
- Fattails,VaRandsubadditivity.pdf
- HeavytailsofOLS.pdf
- Jumptails,extremedependencies,andthedistributionofstockreturns.pdf
- Latestdevelopmentsonheavy-taileddistributions.pdf
- Linearandnonlinearregressionwithstableerrors.pdf
- Modelidentificationforinfinitevarianceautoregressiveprocesses.pdf
- Momentconditiontestsforheavytailedtimeseries.pdf
- One-stepR-estimationinlinearmodelswithstableerrors.pdf
- StablemixtureGARCHmodels.pdf
- StatisticalestimationofmultivariateOrnstein–Uhlenbeckprocessesand.pdf
- Themethodofsimulatedquantiles.pdf