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Simple techniques for likelihood analysis of univariate and multivariate
  stable distributions: with extensions to multivariate stochastic volatility
  and dynamic factor models

Simple techniques for likelihood analysis of univariate and multivariate stable distributions: with extensions to multivariate stochastic volatility and dynamic factor models

31 August 2012
E. Tsionas
ArXiv (abs)PDFHTML

Papers citing "Simple techniques for likelihood analysis of univariate and multivariate stable distributions: with extensions to multivariate stochastic volatility and dynamic factor models"

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