Long Memory Dynamics for Multivariate Dependence under Heavy Tails

Research output: Working paperProfessional

122 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute/Duisenberg School of Finance
Number of pages43
Publication statusPublished - 2011

Publication series

NameTI Discussion Papers
No.11-175/2/DSF28

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