Time Series Regression on Integrated Continuous-time Processes with Heavy and Light Tails
Open access
Datum
2012-02Typ
- Journal Article
ETH Bibliographie
yes
Altmetrics
Persistenter Link
https://doi.org/10.3929/ethz-b-000056081Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
Econometric TheoryBand
Seiten / Artikelnummer
Verlag
Cambridge University PressOrganisationseinheit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
Anmerkungen
Published online 6 July 2012. It was possible to publish this article open access thanks to a Swiss National Licence with the publisherETH Bibliographie
yes
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