Time Series Regression on Integrated Continuous-time Processes with Heavy and Light Tails
dc.contributor.author
Fasen, Vicky
dc.date.accessioned
2017-06-10T09:20:46Z
dc.date.available
2017-06-10T09:20:46Z
dc.date.issued
2012-02
dc.identifier.issn
0266-4666
dc.identifier.issn
1469-4360
dc.identifier.other
10.1017/S0266466612000217
dc.identifier.uri
http://hdl.handle.net/20.500.11850/56081
dc.identifier.doi
10.3929/ethz-b-000056081
dc.format
application/pdf
dc.language.iso
en
dc.publisher
Cambridge University Press
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.title
Time Series Regression on Integrated Continuous-time Processes with Heavy and Light Tails
dc.type
Journal Article
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.journal.title
Econometric Theory
ethz.journal.volume
29
ethz.journal.issue
1
ethz.journal.abbreviated
Econom. theory
ethz.pages.start
28
ethz.pages.end
67
ethz.size
40 p.
ethz.version.deposit
publishedVersion
ethz.notes
Published online 6 July 2012. It was possible to publish this article open access thanks to a Swiss National Licence with the publisher
ethz.identifier.nebis
004031388
ethz.publication.place
New York
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
ethz.date.deposited
2017-06-10T09:23:51Z
ethz.source
ECIT
ethz.identifier.importid
imp59364fcb48f6024080
ethz.ecitpid
pub:90315
ethz.eth
yes
ethz.availability
Open access
ethz.date.embargoend
2018-02-01
ethz.rosetta.installDate
2017-07-20T13:40:24Z
ethz.rosetta.lastUpdated
2022-03-28T11:03:36Z
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true
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