Time Series Regression on Integrated Continuous-time Processes with Heavy and Light Tails

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Author
Fasen, Vicky
Date
2012-02
Type
    Journal Article
Publication status
published
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Journal / series
Econometric Theory
Volume
29(1)
Pages / Article No.
28 - 67
Publisher
Cambridge University Press
Organisational unit
03288 - Embrechts, Paul (emeritus)  
Notes
Published online 6 July 2012.
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yes
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