Estimating the Marginal Law of a Time Series With Applications to Heavy-Tailed Distributions (2013)

First Author: Francq C
Attributed to:  Probabilistic approach to assessing macroeconomic uncertainties funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1080/07350015.2013.801776

Publication URI: http://dx.doi.org/10.1080/07350015.2013.801776

Type: Journal Article/Review

Parent Publication: Journal of Business & Economic Statistics

Issue: 4