Time Series Regression on Integrated Continuous-time Processes with Heavy and Light Tails
Open access
Date
2012-02Type
- Journal Article
ETH Bibliography
yes
Altmetrics
Permanent link
https://doi.org/10.3929/ethz-b-000056081Publication status
publishedExternal links
Journal / series
Econometric TheoryVolume
Pages / Article No.
Publisher
Cambridge University PressOrganisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
Notes
Published online 6 July 2012. It was possible to publish this article open access thanks to a Swiss National Licence with the publisherMore
Show all metadata
ETH Bibliography
yes
Altmetrics