Does the ADF fit function decrease when the kurtosis...

Does the ADF fit function decrease when the kurtosis increases?

Ulf Henning Olsson, Tron Foss, Sigurd V. Troye
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Volume:
56
Year:
2003
Language:
english
Pages:
15
DOI:
10.1348/000711003770480057
File:
PDF, 391 KB
english, 2003
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