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

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Author

Fasen, Vicky

Date

2012-02

Type

Journal Article

Citations

Cited 2 times in Web of Science

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1017/S0266466612000217

Journal / series

Econometric theory

Volume

29(1)

Pages / Article No.

28 - 67

Publisher

Cambridge University Press

Organisational unit

03288 - Embrechts, Paul

Notes

Published online 6 July 2012.

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Citations

Cited 2 times in Web of Science

ETH Bibliography

yes

Altmetrics