Long Memory Dynamics for Multivariate Dependence under Heavy Tails

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Original language	English
Place of Publication	Amsterdam
Publisher	Tinbergen Institute/Duisenberg School of Finance
Number of pages	43
Publication status	Published - 2011

Name	TI Discussion Papers
No.	11-175/2/DSF28

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@techreport{95b029ecb11e435c8d6878e7e2e0aea1,

title = "Long Memory Dynamics for Multivariate Dependence under Heavy Tails",

author = "P. Janus and S.J. Koopman and A. Lucas",

year = "2011",

language = "English",

series = "TI Discussion Papers",

publisher = "Tinbergen Institute/Duisenberg School of Finance",

number = "11-175/2/DSF28",

type = "WorkingPaper",

institution = "Tinbergen Institute/Duisenberg School of Finance",

}